$74.95
+1.02 (+1.38%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.10% | Sharpe | 0.34 |
| Sortino | 0.49 |
| Beta | 1.24 | Correlation | 0.44 |
| Up capture | 95.84% | Down capture | 174.46% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.59% | Ulcer Index | 32.31 |
| MTD | −1.29% | QTD | −1.78% |
| YTD | 19.67% | Window (ann., 3.0y) | 5.38% |
| Skewness | −0.06 | Excess Kurtosis | 3.56 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.11 |
| Gain/Pain | 0.06 | Hit Rate | 50.27% |
| Win/Loss | 1.05 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.95% | -6.78% | -4.31% | -6.11% |
| CVaR (ES) | -5.93% | -9.83% | -5.41% | -7.01% |
| VaR (Cornish-Fisher) | — | — | -4.16% | -8.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.59% | 2024-11-25 | 2025-04-21 | ongoing | 98 | — |
| -21.65% | 2024-07-16 | 2024-10-03 | 2024-11-06 | 56 | 24 |
| -16.16% | 2023-09-15 | 2023-10-19 | 2023-11-14 | 24 | 18 |
| -15.96% | 2024-02-12 | 2024-04-18 | 2024-06-28 | 46 | 49 |
| -13.83% | 2023-12-28 | 2024-02-01 | 2024-02-12 | 23 | 7 |
| -5.04% | 2024-11-12 | 2024-11-18 | 2024-11-22 | 4 | 4 |
| -4.90% | 2023-11-15 | 2023-11-28 | 2023-12-04 | 8 | 4 |
| -3.29% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -2.61% | 2024-06-28 | 2024-07-03 | 2024-07-10 | 3 | 4 |
| -2.06% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.