$58.61
-0.05 (-0.09%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.10% | Sharpe | 1.31 |
| Sortino | 2.07 |
| Beta | 0.49 | Correlation | 0.36 |
| Up capture | 92.87% | Down capture | −21.88% |
Relative Value shows 0.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −14.73% | Ulcer Index | 5.39 |
| MTD | −4.37% | QTD | −1.50% |
| YTD | 19.83% | Window (ann., 3.0y) | 32.88% |
| Skewness | 0.53 | Excess Kurtosis | 3.58 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.14 |
| Gain/Pain | 0.25 | Hit Rate | 52.94% |
| Win/Loss | 1.09 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.17% | -3.78% | -2.37% | -3.41% |
| CVaR (ES) | -3.14% | -4.29% | -3.01% | -3.92% |
| VaR (Cornish-Fisher) | — | — | -2.03% | -3.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.73% | 2023-09-01 | 2023-10-27 | 2023-12-01 | 39 | 24 |
| -14.01% | 2024-07-17 | 2024-08-05 | 2024-11-06 | 13 | 66 |
| -13.16% | 2025-02-12 | 2025-04-10 | 2025-05-02 | 40 | 15 |
| -11.44% | 2025-07-10 | 2025-10-16 | 2025-11-03 | 69 | 12 |
| -11.44% | 2023-12-26 | 2024-02-08 | 2024-04-24 | 30 | 52 |
| -10.85% | 2024-11-06 | 2025-01-10 | 2025-02-11 | 43 | 21 |
| -8.29% | 2026-08-14 | 2026-08-21 | ongoing | 5 | — |
| -7.54% | 2024-05-15 | 2024-06-04 | 2024-07-11 | 13 | 25 |
| -6.38% | 2026-02-20 | 2026-03-09 | 2026-04-02 | 11 | 18 |
| -4.09% | 2025-12-18 | 2026-01-02 | 2026-01-29 | 9 | 18 |
Worst depth first · lengths in trading days.