$61.50
-0.13 (-0.21%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.43% | Sharpe | 0.86 |
| Sortino | 1.32 |
| Beta | 0.50 | Correlation | 0.24 |
| Up capture | 88.78% | Down capture | 10.98% |
Relative Value shows 0.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.69% | Ulcer Index | 11.82 |
| MTD | 0.85% | QTD | 5.81% |
| YTD | 40.14% | Window (ann., 3.0y) | 23.99% |
| Skewness | 0.37 | Excess Kurtosis | 2.99 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.15 |
| Gain/Pain | 0.17 | Hit Rate | 53.73% |
| Win/Loss | 0.99 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.87% | -4.82% | -3.05% | -4.36% |
| CVaR (ES) | -4.15% | -5.76% | -3.85% | -5.01% |
| VaR (Cornish-Fisher) | — | — | -2.73% | -5.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.69% | 2023-12-22 | 2024-06-21 | 2024-11-06 | 123 | 96 |
| -19.85% | 2024-11-29 | 2025-04-16 | 2026-01-21 | 93 | 191 |
| -11.07% | 2026-02-06 | 2026-03-18 | 2026-05-21 | 27 | 45 |
| -6.69% | 2023-09-15 | 2023-11-09 | 2023-12-04 | 39 | 16 |
| -6.40% | 2023-08-29 | 2023-09-11 | 2023-09-14 | 8 | 3 |
| -4.09% | 2026-08-13 | 2026-08-19 | ongoing | 4 | — |
| -3.85% | 2026-07-01 | 2026-07-08 | 2026-07-15 | 4 | 5 |
| -3.72% | 2024-11-06 | 2024-11-07 | 2024-11-12 | 1 | 3 |
| -3.50% | 2023-12-13 | 2023-12-14 | 2023-12-18 | 1 | 2 |
| -3.29% | 2026-06-12 | 2026-06-17 | 2026-06-23 | 2 | 3 |
Worst depth first · lengths in trading days.