$66.82
+0.12 (+0.18%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.71% | Sharpe | 0.55 |
| Sortino | 0.77 |
| Beta | 0.02 | Correlation | 0.01 |
| Up capture | 62.10% | Down capture | −9.80% |
Relative Value shows 0.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.21% | Ulcer Index | 19.82 |
| MTD | 6.98% | QTD | 26.91% |
| YTD | 71.44% | Window (ann., 3.0y) | 14.39% |
| Skewness | −0.45 | Excess Kurtosis | 5.98 |
| Omega (θ=0) | 1.10 | Tail Ratio | 0.99 |
| Gain/Pain | 0.10 | Hit Rate | 52.41% |
| Win/Loss | 0.97 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.76% | -6.08% | -3.83% | -5.44% |
| CVaR (ES) | -5.49% | -9.21% | -4.82% | -6.25% |
| VaR (Cornish-Fisher) | — | — | -3.83% | -9.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.21% | 2024-04-09 | 2025-04-08 | 2026-03-09 | 250 | 229 |
| -20.90% | 2023-10-18 | 2024-01-17 | 2024-03-13 | 61 | 39 |
| -17.60% | 2026-05-05 | 2026-07-01 | 2026-07-24 | 35 | 16 |
| -14.93% | 2026-03-27 | 2026-04-17 | 2026-05-04 | 12 | 11 |
| -10.87% | 2023-09-28 | 2023-10-04 | 2023-10-13 | 4 | 7 |
| -8.19% | 2026-07-24 | 2026-08-05 | 2026-08-10 | 8 | 3 |
| -6.21% | 2023-09-14 | 2023-09-21 | 2023-09-27 | 5 | 4 |
| -5.45% | 2023-09-01 | 2023-09-11 | 2023-09-12 | 5 | 1 |
| -4.00% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
| -1.97% | 2026-08-10 | 2026-08-13 | 2026-08-17 | 3 | 2 |
Worst depth first · lengths in trading days.