$79.49
+0.75 (+0.95%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.18% | Sharpe | −0.01 |
| Sortino | −0.01 |
| Beta | 1.85 | Correlation | 0.67 |
| Up capture | 130.86% | Down capture | 409.83% |
Relative Value shows 1.33 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.40% | Ulcer Index | 23.96 |
| MTD | 6.03% | QTD | 6.50% |
| YTD | −21.12% | Window (ann., 3.0y) | −7.33% |
| Skewness | −0.52 | Excess Kurtosis | 5.00 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.06 |
| Gain/Pain | −0.00 | Hit Rate | 49.20% |
| Win/Loss | 1.02 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.41% | -6.31% | -3.96% | -5.60% |
| CVaR (ES) | -5.56% | -9.55% | -4.96% | -6.41% |
| VaR (Cornish-Fisher) | — | — | -4.06% | -9.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.40% | 2024-03-01 | 2025-04-08 | ongoing | 276 | — |
| -21.41% | 2023-09-01 | 2023-10-27 | 2023-12-08 | 39 | 29 |
| -9.12% | 2023-12-26 | 2024-01-04 | 2024-02-22 | 6 | 33 |
| -6.32% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
| -2.05% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -1.81% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -1.09% | 2023-12-11 | 2023-12-12 | 2023-12-13 | 1 | 1 |
| -0.23% | 2024-02-27 | 2024-02-28 | 2024-02-29 | 1 | 1 |
Worst depth first · lengths in trading days.