$63.63
-0.04 (-0.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.83% | Sharpe | −0.06 |
| Sortino | −0.09 |
| Beta | 1.01 | Correlation | 0.45 |
| Up capture | 66.81% | Down capture | 249.81% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.02% | Ulcer Index | 32.67 |
| MTD | −0.80% | QTD | 14.20% |
| YTD | 36.42% | Window (ann., 3.0y) | −7.59% |
| Skewness | −0.67 | Excess Kurtosis | 14.81 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.11 |
| Gain/Pain | −0.01 | Hit Rate | 50.80% |
| Win/Loss | 0.96 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.84% | -5.18% | -3.51% | -4.97% |
| CVaR (ES) | -4.59% | -8.55% | -4.40% | -5.69% |
| VaR (Cornish-Fisher) | — | — | -3.27% | -13.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.02% | 2023-12-22 | 2025-11-04 | ongoing | 467 | — |
| -27.54% | 2023-08-30 | 2023-10-13 | 2023-12-07 | 31 | 38 |
| -2.89% | 2023-12-14 | 2023-12-18 | 2023-12-21 | 2 | 3 |
| -2.85% | 2023-12-07 | 2023-12-12 | 2023-12-13 | 3 | 1 |
| -1.42% | 2023-08-21 | 2023-08-23 | 2023-08-28 | 2 | 3 |
Worst depth first · lengths in trading days.