$71.49
-0.28 (-0.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.24% | Sharpe | −0.06 |
| Sortino | −0.08 |
| Beta | 0.84 | Correlation | 0.48 |
| Up capture | 37.69% | Down capture | 134.80% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.44% | Ulcer Index | 13.40 |
| MTD | −0.64% | QTD | −0.15% |
| YTD | −17.28% | Window (ann., 3.0y) | −3.51% |
| Skewness | −1.93 | Excess Kurtosis | 13.97 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.89 |
| Gain/Pain | −0.01 | Hit Rate | 54.53% |
| Win/Loss | 0.82 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.97% | -3.11% | -2.21% | -3.12% |
| CVaR (ES) | -3.21% | -6.57% | -2.76% | -3.57% |
| VaR (Cornish-Fisher) | — | — | -2.47% | -7.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.44% | 2024-10-18 | 2026-06-01 | ongoing | 403 | — |
| -12.42% | 2023-09-01 | 2023-10-25 | 2023-12-01 | 37 | 26 |
| -9.28% | 2024-06-05 | 2024-07-24 | 2024-09-26 | 33 | 45 |
| -9.00% | 2024-03-21 | 2024-04-30 | 2024-06-05 | 27 | 25 |
| -5.76% | 2023-12-14 | 2024-01-17 | 2024-02-02 | 21 | 12 |
| -3.49% | 2024-10-02 | 2024-10-08 | 2024-10-14 | 4 | 4 |
| -2.01% | 2024-02-06 | 2024-02-13 | 2024-02-15 | 5 | 2 |
| -1.60% | 2023-12-04 | 2023-12-05 | 2023-12-08 | 1 | 3 |
| -1.35% | 2024-03-08 | 2024-03-11 | 2024-03-13 | 1 | 2 |
| -1.30% | 2024-02-15 | 2024-02-20 | 2024-02-22 | 2 | 2 |
Worst depth first · lengths in trading days.