$75.27
+2.15 (+2.94%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.84% | Sharpe | 0.51 |
| Sortino | 0.74 |
| Beta | 0.16 | Correlation | 0.08 |
| Up capture | 50.36% | Down capture | 21.33% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.00% | Ulcer Index | 14.78 |
| MTD | 8.98% | QTD | 19.57% |
| YTD | 23.95% | Window (ann., 3.0y) | 11.10% |
| Skewness | 0.07 | Excess Kurtosis | 1.31 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.03 |
| Gain/Pain | 0.09 | Hit Rate | 51.74% |
| Win/Loss | 1.00 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.04% | -4.50% | -3.03% | -4.31% |
| CVaR (ES) | -4.12% | -5.56% | -3.82% | -4.95% |
| VaR (Cornish-Fisher) | — | — | -2.94% | -4.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.00% | 2023-09-01 | 2024-12-30 | 2025-06-02 | 333 | 104 |
| -27.56% | 2026-03-12 | 2026-06-24 | ongoing | 66 | — |
| -13.10% | 2025-06-13 | 2025-11-04 | 2025-12-12 | 99 | 27 |
| -6.60% | 2026-01-02 | 2026-01-07 | 2026-01-14 | 3 | 5 |
| -5.06% | 2026-01-28 | 2026-02-05 | 2026-02-11 | 6 | 4 |
| -4.39% | 2026-02-11 | 2026-02-17 | 2026-02-26 | 3 | 7 |
| -2.84% | 2026-03-02 | 2026-03-04 | 2026-03-06 | 2 | 2 |
| -2.64% | 2025-12-17 | 2025-12-18 | 2025-12-23 | 1 | 3 |
| -2.17% | 2023-08-21 | 2023-08-22 | 2023-08-28 | 1 | 4 |
| -2.14% | 2026-01-15 | 2026-01-16 | 2026-01-21 | 1 | 2 |
Worst depth first · lengths in trading days.