$71.17
+0.64 (+0.91%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.97% | Sharpe | 1.13 |
| Sortino | 1.81 |
| Beta | 1.72 | Correlation | 0.47 |
| Up capture | 197.73% | Down capture | 64.54% |
Relative Value shows 1.79 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.11% | Ulcer Index | 13.07 |
| MTD | 2.58% | QTD | 11.69% |
| YTD | 24.97% | Window (ann., 3.0y) | 50.60% |
| Skewness | 0.63 | Excess Kurtosis | 3.29 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.18 |
| Gain/Pain | 0.22 | Hit Rate | 49.87% |
| Win/Loss | 1.20 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.26% | -6.02% | -4.56% | -6.53% |
| CVaR (ES) | -5.71% | -7.90% | -5.77% | -7.51% |
| VaR (Cornish-Fisher) | — | — | -3.82% | -6.97% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.11% | 2025-11-06 | 2026-03-30 | 2026-06-26 | 97 | 56 |
| -21.44% | 2023-11-16 | 2024-04-30 | 2024-05-15 | 112 | 11 |
| -20.16% | 2025-02-14 | 2025-03-10 | 2025-05-08 | 15 | 42 |
| -19.27% | 2025-06-27 | 2025-08-11 | 2025-09-08 | 30 | 19 |
| -15.53% | 2024-07-25 | 2024-08-05 | 2024-08-08 | 7 | 3 |
| -15.07% | 2024-09-19 | 2024-10-07 | 2024-10-18 | 12 | 9 |
| -14.31% | 2024-12-11 | 2025-01-14 | 2025-02-04 | 21 | 14 |
| -13.96% | 2023-10-06 | 2023-10-25 | 2023-11-16 | 13 | 16 |
| -13.30% | 2026-07-06 | 2026-07-23 | 2026-07-31 | 13 | 6 |
| -11.97% | 2025-05-22 | 2025-06-09 | 2025-06-27 | 11 | 13 |
Worst depth first · lengths in trading days.