$62.02
-1.01 (-1.60%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 19.54% | Sharpe | 1.33 |
| Sortino | 1.94 |
| Beta | 0.40 | Correlation | 0.27 |
| Up capture | 84.22% | Down capture | −6.65% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −12.84% | Ulcer Index | 4.43 |
| MTD | −8.02% | QTD | −6.44% |
| YTD | 14.95% | Window (ann., 3.0y) | 26.94% |
| Skewness | −0.38 | Excess Kurtosis | 2.62 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.02 |
| Gain/Pain | 0.25 | Hit Rate | 54.53% |
| Win/Loss | 1.01 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.88% | -2.91% | -1.92% | -2.76% |
| CVaR (ES) | -2.68% | -4.16% | -2.44% | -3.18% |
| VaR (Cornish-Fisher) | — | — | -1.99% | -3.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -12.84% | 2024-04-01 | 2024-04-17 | 2024-07-16 | 12 | 61 |
| -12.14% | 2026-07-24 | 2026-08-21 | ongoing | 20 | — |
| -10.70% | 2024-11-21 | 2025-02-25 | 2025-04-17 | 62 | 37 |
| -10.42% | 2023-09-15 | 2023-10-04 | 2023-11-20 | 13 | 33 |
| -9.65% | 2025-10-03 | 2025-11-04 | 2025-11-14 | 22 | 8 |
| -8.60% | 2025-06-02 | 2025-06-25 | 2025-08-13 | 16 | 34 |
| -7.40% | 2024-09-30 | 2024-10-02 | 2024-10-18 | 2 | 12 |
| -6.79% | 2026-03-02 | 2026-04-21 | 2026-04-30 | 35 | 7 |
| -6.77% | 2024-01-08 | 2024-02-08 | 2024-03-07 | 22 | 19 |
| -6.74% | 2026-05-22 | 2026-06-01 | 2026-07-24 | 5 | 34 |
Worst depth first · lengths in trading days.