$73.36
-0.55 (-0.74%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.88% | Sharpe | 0.95 |
| Sortino | 1.38 |
| Beta | 0.10 | Correlation | 0.07 |
| Up capture | 65.44% | Down capture | 0.66% |
Relative Value shows 0.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.09% | Ulcer Index | 9.05 |
| MTD | −4.29% | QTD | −3.80% |
| YTD | −1.69% | Window (ann., 3.0y) | 20.04% |
| Skewness | −0.21 | Excess Kurtosis | 2.71 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.07 |
| Gain/Pain | 0.17 | Hit Rate | 52.73% |
| Win/Loss | 1.04 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.07% | -3.38% | -2.18% | -3.12% |
| CVaR (ES) | -2.94% | -4.60% | -2.76% | -3.59% |
| VaR (Cornish-Fisher) | — | — | -2.19% | -4.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.09% | 2026-02-17 | 2026-06-04 | ongoing | 75 | — |
| -20.84% | 2024-09-18 | 2025-02-12 | 2026-01-14 | 100 | 231 |
| -8.96% | 2023-12-28 | 2024-02-07 | 2024-02-21 | 27 | 9 |
| -7.13% | 2024-03-29 | 2024-04-10 | 2024-04-24 | 8 | 10 |
| -6.64% | 2023-10-05 | 2023-10-23 | 2023-11-14 | 12 | 16 |
| -4.14% | 2024-06-03 | 2024-06-10 | 2024-06-18 | 5 | 6 |
| -4.06% | 2024-05-14 | 2024-05-29 | 2024-06-03 | 10 | 3 |
| -3.63% | 2024-07-29 | 2024-08-05 | 2024-08-15 | 5 | 8 |
| -3.51% | 2026-01-21 | 2026-01-28 | 2026-01-30 | 5 | 2 |
| -3.25% | 2023-09-01 | 2023-09-13 | 2023-09-25 | 7 | 8 |
Worst depth first · lengths in trading days.