$76.07
+1.32 (+1.77%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.13% | Sharpe | 0.23 |
| Sortino | 0.33 |
| Beta | 0.50 | Correlation | 0.23 |
| Up capture | 44.04% | Down capture | 100.27% |
Relative Value shows 0.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −56.05% | Ulcer Index | 19.13 |
| MTD | 3.54% | QTD | −1.05% |
| YTD | −30.60% | Window (ann., 3.0y) | 1.24% |
| Skewness | 0.37 | Excess Kurtosis | 2.32 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.06 |
| Gain/Pain | 0.04 | Hit Rate | 50.33% |
| Win/Loss | 1.02 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.87% | -6.06% | -4.02% | -5.70% |
| CVaR (ES) | -5.20% | -7.24% | -5.05% | -6.53% |
| VaR (Cornish-Fisher) | — | — | -3.64% | -6.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -56.05% | 2025-08-06 | 2026-07-08 | ongoing | 228 | — |
| -19.64% | 2024-12-26 | 2025-02-24 | 2025-05-19 | 38 | 59 |
| -17.19% | 2024-02-23 | 2024-04-03 | 2024-06-03 | 27 | 42 |
| -17.06% | 2024-07-16 | 2024-08-14 | 2024-12-10 | 21 | 82 |
| -15.74% | 2023-11-14 | 2023-12-15 | 2024-02-23 | 22 | 46 |
| -9.03% | 2023-09-13 | 2023-10-16 | 2023-11-03 | 23 | 14 |
| -8.98% | 2025-05-19 | 2025-06-03 | 2025-06-16 | 10 | 9 |
| -7.73% | 2025-06-26 | 2025-07-15 | 2025-07-21 | 12 | 4 |
| -7.04% | 2024-06-05 | 2024-06-07 | 2024-06-17 | 2 | 6 |
| -4.23% | 2023-08-31 | 2023-09-06 | 2023-09-11 | 3 | 3 |
Worst depth first · lengths in trading days.