$71.68
+0.63 (+0.89%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.54% | Sharpe | 0.30 |
| Sortino | 0.47 |
| Beta | 1.32 | Correlation | 0.41 |
| Up capture | 90.43% | Down capture | 162.79% |
Relative Value shows 1.34 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.95% | Ulcer Index | 25.05 |
| MTD | 2.11% | QTD | −14.51% |
| YTD | 10.47% | Window (ann., 3.0y) | 4.43% |
| Skewness | 0.57 | Excess Kurtosis | 1.61 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.11 |
| Gain/Pain | 0.05 | Hit Rate | 49.13% |
| Win/Loss | 1.07 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.72% | -5.24% | -3.95% | -5.60% |
| CVaR (ES) | -4.80% | -5.93% | -4.96% | -6.42% |
| VaR (Cornish-Fisher) | — | — | -3.46% | -5.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.95% | 2024-09-19 | 2026-03-20 | ongoing | 375 | — |
| -22.01% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -18.72% | 2024-05-15 | 2024-07-05 | 2024-07-16 | 34 | 7 |
| -15.79% | 2023-12-14 | 2024-02-16 | 2024-05-07 | 43 | 56 |
| -14.31% | 2024-07-30 | 2024-08-07 | 2024-08-23 | 6 | 12 |
| -8.09% | 2024-08-23 | 2024-09-05 | 2024-09-19 | 8 | 10 |
| -3.97% | 2023-11-14 | 2023-11-28 | 2023-12-01 | 9 | 3 |
| -3.45% | 2023-08-23 | 2023-08-25 | 2023-08-30 | 2 | 3 |
| -3.10% | 2024-07-23 | 2024-07-24 | 2024-07-26 | 1 | 2 |
| -1.94% | 2024-07-18 | 2024-07-19 | 2024-07-23 | 1 | 2 |
Worst depth first · lengths in trading days.