$65.38
+0.28 (+0.43%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.19% | Sharpe | 0.21 |
| Sortino | 0.28 |
| Beta | −0.07 | Correlation | −0.04 |
| Up capture | 3.38% | Down capture | −31.39% |
Relative Value shows 0.33 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −45.36% | Ulcer Index | 19.87 |
| MTD | 6.76% | QTD | 10.68% |
| YTD | 2.81% | Window (ann., 3.0y) | 2.09% |
| Skewness | −0.42 | Excess Kurtosis | 2.83 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.92 |
| Gain/Pain | 0.04 | Hit Rate | 53.73% |
| Win/Loss | 0.89 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.31% | -3.84% | -2.38% | -3.38% |
| CVaR (ES) | -3.45% | -5.48% | -2.99% | -3.87% |
| VaR (Cornish-Fisher) | — | — | -2.47% | -4.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.36% | 2024-11-26 | 2026-05-13 | ongoing | 364 | — |
| -9.59% | 2023-10-17 | 2023-12-15 | 2024-01-17 | 42 | 20 |
| -8.64% | 2024-03-06 | 2024-04-17 | 2024-05-17 | 29 | 22 |
| -7.68% | 2024-05-17 | 2024-07-09 | 2024-07-30 | 34 | 15 |
| -6.90% | 2024-01-23 | 2024-02-01 | 2024-02-23 | 7 | 15 |
| -5.43% | 2024-10-17 | 2024-10-25 | 2024-11-06 | 6 | 8 |
| -5.25% | 2024-10-04 | 2024-10-07 | 2024-10-16 | 1 | 7 |
| -4.49% | 2023-09-22 | 2023-10-12 | 2023-10-17 | 14 | 3 |
| -3.67% | 2024-07-31 | 2024-08-06 | 2024-08-23 | 4 | 13 |
| -3.05% | 2024-09-03 | 2024-09-11 | 2024-09-30 | 6 | 13 |
Worst depth first · lengths in trading days.