$68.17
-0.23 (-0.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.42% | Sharpe | 0.49 |
| Sortino | 0.70 |
| Beta | 0.95 | Correlation | 0.50 |
| Up capture | 96.07% | Down capture | 191.39% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.27% | Ulcer Index | 10.80 |
| MTD | −4.86% | QTD | 5.25% |
| YTD | 18.04% | Window (ann., 3.0y) | 9.33% |
| Skewness | −0.05 | Excess Kurtosis | 4.46 |
| Omega (θ=0) | 1.09 | Tail Ratio | 0.99 |
| Gain/Pain | 0.09 | Hit Rate | 52.67% |
| Win/Loss | 0.97 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.29% | -4.05% | -2.48% | -3.53% |
| CVaR (ES) | -3.52% | -5.34% | -3.13% | -4.05% |
| VaR (Cornish-Fisher) | — | — | -2.37% | -5.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.27% | 2024-08-23 | 2025-04-08 | 2026-04-20 | 155 | 258 |
| -18.52% | 2024-03-28 | 2024-05-06 | 2024-07-15 | 26 | 47 |
| -16.86% | 2023-09-14 | 2023-10-25 | 2023-12-13 | 29 | 34 |
| -9.23% | 2026-07-16 | 2026-08-06 | ongoing | 15 | — |
| -6.14% | 2023-12-28 | 2024-01-31 | 2024-02-29 | 22 | 20 |
| -5.85% | 2024-07-23 | 2024-08-05 | 2024-08-22 | 9 | 13 |
| -5.62% | 2026-04-20 | 2026-06-01 | 2026-06-12 | 29 | 7 |
| -5.07% | 2026-06-12 | 2026-06-17 | 2026-07-02 | 2 | 10 |
| -4.47% | 2024-03-01 | 2024-03-19 | 2024-03-27 | 12 | 6 |
| -2.18% | 2023-08-29 | 2023-09-05 | 2023-09-07 | 4 | 2 |
Worst depth first · lengths in trading days.