$78.78
+1.67 (+2.17%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.06% | Sharpe | 0.87 |
| Sortino | 1.31 |
| Beta | 1.17 | Correlation | 0.43 |
| Up capture | 147.03% | Down capture | 151.73% |
Relative Value shows 0.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.76% | Ulcer Index | 12.12 |
| MTD | −1.27% | QTD | 7.94% |
| YTD | 46.82% | Window (ann., 3.0y) | 25.48% |
| Skewness | 0.14 | Excess Kurtosis | 1.85 |
| Omega (θ=0) | 1.16 | Tail Ratio | 0.99 |
| Gain/Pain | 0.16 | Hit Rate | 50.80% |
| Win/Loss | 1.11 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.23% | -4.75% | -3.21% | -4.59% |
| CVaR (ES) | -4.25% | -6.08% | -4.05% | -5.27% |
| VaR (Cornish-Fisher) | — | — | -3.05% | -5.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.76% | 2024-11-06 | 2025-11-04 | 2026-01-21 | 248 | 52 |
| -22.78% | 2024-03-28 | 2024-07-05 | 2024-08-01 | 67 | 19 |
| -17.93% | 2026-02-20 | 2026-03-12 | 2026-04-27 | 14 | 31 |
| -17.18% | 2023-09-28 | 2023-10-26 | 2023-12-14 | 20 | 34 |
| -14.67% | 2023-12-29 | 2024-01-17 | 2024-03-20 | 11 | 44 |
| -13.00% | 2026-04-27 | 2026-06-04 | 2026-07-15 | 27 | 24 |
| -12.69% | 2024-08-01 | 2024-09-11 | 2024-10-28 | 28 | 33 |
| -6.83% | 2026-08-04 | 2026-08-20 | ongoing | 12 | — |
| -6.23% | 2023-08-28 | 2023-09-13 | 2023-09-28 | 11 | 11 |
| -5.95% | 2026-07-16 | 2026-07-20 | 2026-07-29 | 2 | 7 |
Worst depth first · lengths in trading days.