$81.08
+2.70 (+3.44%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.68% | Sharpe | 0.82 |
| Sortino | 1.17 |
| Beta | 0.43 | Correlation | 0.14 |
| Up capture | 79.92% | Down capture | −82.18% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.48% | Ulcer Index | 30.86 |
| MTD | −6.98% | QTD | −4.14% |
| YTD | 1.77% | Window (ann., 3.0y) | 27.47% |
| Skewness | −1.06 | Excess Kurtosis | 21.00 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.09 |
| Gain/Pain | 0.17 | Hit Rate | 52.86% |
| Win/Loss | 1.03 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.24% | -4.97% | -3.98% | -5.69% |
| CVaR (ES) | -5.11% | -9.55% | -5.03% | -6.53% |
| VaR (Cornish-Fisher) | — | — | -3.63% | -18.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.48% | 2025-06-02 | 2026-02-10 | ongoing | 174 | — |
| -25.05% | 2025-02-14 | 2025-03-10 | 2025-06-02 | 15 | 58 |
| -17.74% | 2024-11-29 | 2024-12-31 | 2025-01-29 | 21 | 18 |
| -9.12% | 2024-05-24 | 2024-06-12 | 2024-06-26 | 12 | 9 |
| -8.69% | 2023-10-25 | 2023-11-08 | 2023-12-04 | 10 | 17 |
| -6.54% | 2024-08-01 | 2024-08-07 | 2024-08-26 | 4 | 13 |
| -6.13% | 2024-08-30 | 2024-09-04 | 2024-09-16 | 2 | 8 |
| -5.24% | 2024-03-15 | 2024-03-19 | 2024-04-19 | 2 | 22 |
| -5.09% | 2024-01-22 | 2024-01-24 | 2024-02-12 | 2 | 13 |
| -4.85% | 2023-08-31 | 2023-09-07 | 2023-09-15 | 4 | 6 |
Worst depth first · lengths in trading days.