$72.45
+0.00 (+0.00%)
USD · as of 2026-07-24 · marketstack
stale quote — last trade 2026-07-24
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.80% | Sharpe | 0.54 |
| Sortino | 0.88 |
| Beta | 1.18 | Correlation | 0.47 |
| Up capture | 115.38% | Down capture | 137.21% |
Relative Value shows 1.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.90% | Ulcer Index | 13.96 |
| MTD | 0.99% | QTD | 0.99% |
| YTD | 23.07% | Window (ann., 3.0y) | 13.66% |
| Skewness | 1.64 | Excess Kurtosis | 14.39 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.11 |
| Gain/Pain | 0.10 | Hit Rate | 49.13% |
| Win/Loss | 1.14 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.24% | -4.75% | -3.53% | -5.03% |
| CVaR (ES) | -4.32% | -5.50% | -4.45% | -5.77% |
| VaR (Cornish-Fisher) | — | — | -1.77% | -7.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.90% | 2024-11-25 | 2025-04-08 | ongoing | 90 | — |
| -24.65% | 2023-07-25 | 2023-10-30 | 2023-12-14 | 68 | 32 |
| -13.90% | 2024-03-28 | 2024-07-05 | 2024-07-16 | 67 | 7 |
| -13.65% | 2024-07-30 | 2024-08-07 | 2024-08-23 | 6 | 12 |
| -9.77% | 2024-09-19 | 2024-10-22 | 2024-11-08 | 23 | 13 |
| -7.76% | 2024-01-22 | 2024-01-24 | 2024-02-12 | 2 | 13 |
| -7.33% | 2024-08-23 | 2024-09-11 | 2024-09-13 | 12 | 2 |
| -6.57% | 2023-12-27 | 2024-01-05 | 2024-01-22 | 6 | 10 |
| -5.63% | 2024-11-08 | 2024-11-18 | 2024-11-25 | 6 | 5 |
| -5.63% | 2024-03-13 | 2024-03-18 | 2024-03-20 | 3 | 2 |
Worst depth first · lengths in trading days.