$69.20
+0.24 (+0.35%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.33% | Sharpe | 0.73 |
| Sortino | 1.12 |
| Beta | 0.90 | Correlation | 0.41 |
| Up capture | 102.70% | Down capture | 106.43% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.69% | Ulcer Index | 9.74 |
| MTD | 2.38% | QTD | 4.82% |
| YTD | −0.70% | Window (ann., 3.0y) | 18.89% |
| Skewness | 0.45 | Excess Kurtosis | 3.17 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.18 |
| Gain/Pain | 0.13 | Hit Rate | 49.53% |
| Win/Loss | 1.14 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.70% | -4.54% | -3.05% | -4.36% |
| CVaR (ES) | -3.96% | -5.83% | -3.85% | -5.00% |
| VaR (Cornish-Fisher) | — | — | -2.68% | -5.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.69% | 2024-12-09 | 2025-07-15 | 2025-09-18 | 147 | 46 |
| -24.48% | 2025-11-25 | 2026-03-20 | ongoing | 78 | — |
| -17.56% | 2023-09-01 | 2023-10-25 | 2023-12-01 | 37 | 26 |
| -12.10% | 2025-09-18 | 2025-10-10 | 2025-11-25 | 16 | 32 |
| -11.08% | 2024-09-19 | 2024-10-10 | 2024-11-25 | 15 | 32 |
| -9.87% | 2024-03-28 | 2024-04-17 | 2024-05-21 | 13 | 24 |
| -9.38% | 2024-05-21 | 2024-06-11 | 2024-07-11 | 14 | 20 |
| -7.55% | 2024-07-23 | 2024-08-06 | 2024-08-26 | 10 | 14 |
| -6.13% | 2024-01-29 | 2024-02-07 | 2024-03-21 | 7 | 30 |
| -4.84% | 2024-08-30 | 2024-09-11 | 2024-09-13 | 7 | 2 |
Worst depth first · lengths in trading days.