$75.09
-0.65 (-0.86%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.23% | Sharpe | 0.31 |
| Sortino | 0.39 |
| Beta | 1.02 | Correlation | 0.44 |
| Up capture | 74.61% | Down capture | 156.44% |
Relative Value shows 1.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.59% | Ulcer Index | 21.27 |
| MTD | −0.42% | QTD | −13.79% |
| YTD | −42.66% | Window (ann., 3.0y) | 4.11% |
| Skewness | −3.98 | Excess Kurtosis | 54.69 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.04 |
| Gain/Pain | 0.06 | Hit Rate | 51.13% |
| Win/Loss | 1.01 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.96% | -6.09% | -3.81% | -5.41% |
| CVaR (ES) | -5.34% | -11.11% | -4.79% | -6.21% |
| VaR (Cornish-Fisher) | — | — | -3.18% | -28.28% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.59% | 2026-01-16 | 2026-08-21 | ongoing | 147 | — |
| -22.96% | 2024-09-16 | 2025-04-10 | 2025-09-04 | 142 | 100 |
| -13.43% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -10.35% | 2023-12-14 | 2024-01-17 | 2024-02-02 | 21 | 12 |
| -9.88% | 2025-09-18 | 2025-10-09 | 2025-10-22 | 15 | 9 |
| -9.85% | 2024-02-02 | 2024-02-28 | 2024-05-09 | 17 | 50 |
| -9.26% | 2024-07-16 | 2024-08-07 | 2024-08-26 | 16 | 13 |
| -6.56% | 2025-10-27 | 2025-11-20 | 2025-11-25 | 18 | 3 |
| -5.93% | 2024-05-20 | 2024-06-11 | 2024-06-28 | 15 | 12 |
| -5.58% | 2025-11-26 | 2025-12-09 | 2026-01-07 | 8 | 19 |
Worst depth first · lengths in trading days.