$63.03
+0.21 (+0.33%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.47% | Sharpe | 0.95 |
| Sortino | 1.45 |
| Beta | 0.80 | Correlation | 0.33 |
| Up capture | 129.91% | Down capture | 67.78% |
Relative Value shows 0.67 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.61% | Ulcer Index | 14.68 |
| MTD | 1.01% | QTD | 3.16% |
| YTD | 22.34% | Window (ann., 3.0y) | 30.31% |
| Skewness | 0.43 | Excess Kurtosis | 3.55 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.16 |
| Gain/Pain | 0.18 | Hit Rate | 51.87% |
| Win/Loss | 1.08 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.04% | -5.71% | -3.44% | -4.92% |
| CVaR (ES) | -4.53% | -6.80% | -4.35% | -5.66% |
| VaR (Cornish-Fisher) | — | — | -3.01% | -5.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.61% | 2024-01-29 | 2024-05-01 | 2024-11-06 | 65 | 131 |
| -31.77% | 2024-11-25 | 2025-04-14 | 2025-07-24 | 94 | 69 |
| -16.08% | 2026-02-25 | 2026-03-18 | 2026-06-11 | 15 | 57 |
| -13.45% | 2023-09-01 | 2023-10-24 | 2023-11-14 | 36 | 15 |
| -10.58% | 2025-07-24 | 2025-08-07 | 2025-08-26 | 10 | 13 |
| -9.64% | 2025-09-18 | 2025-10-17 | 2025-11-07 | 21 | 15 |
| -8.63% | 2026-01-22 | 2026-01-28 | 2026-02-05 | 4 | 6 |
| -7.16% | 2025-12-15 | 2025-12-31 | 2026-01-15 | 11 | 10 |
| -5.79% | 2026-06-11 | 2026-06-17 | 2026-07-01 | 3 | 9 |
| -5.45% | 2024-01-08 | 2024-01-18 | 2024-01-22 | 7 | 2 |
Worst depth first · lengths in trading days.