$56.83
-0.37 (-0.65%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.80% | Sharpe | 1.13 |
| Sortino | 1.78 |
| Beta | 0.82 | Correlation | 0.40 |
| Up capture | 127.84% | Down capture | 74.83% |
Relative Value shows 0.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.24% | Ulcer Index | 9.49 |
| MTD | −0.26% | QTD | 3.50% |
| YTD | 39.71% | Window (ann., 3.0y) | 31.33% |
| Skewness | 0.68 | Excess Kurtosis | 5.33 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.16 |
| Gain/Pain | 0.21 | Hit Rate | 51.47% |
| Win/Loss | 1.13 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.56% | -4.32% | -2.76% | -3.95% |
| CVaR (ES) | -3.66% | -5.13% | -3.49% | -4.54% |
| VaR (Cornish-Fisher) | — | — | -2.22% | -4.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.24% | 2024-12-16 | 2025-04-11 | 2025-08-22 | 79 | 91 |
| -17.72% | 2023-12-26 | 2024-04-17 | 2024-07-15 | 77 | 60 |
| -15.07% | 2023-09-01 | 2023-10-24 | 2023-12-04 | 36 | 28 |
| -14.11% | 2025-09-04 | 2025-10-16 | 2025-11-21 | 30 | 26 |
| -11.22% | 2024-07-30 | 2024-08-12 | 2024-11-06 | 9 | 61 |
| -8.61% | 2025-12-11 | 2026-01-07 | 2026-01-21 | 17 | 9 |
| -7.71% | 2026-02-05 | 2026-03-18 | 2026-04-08 | 28 | 14 |
| -7.16% | 2026-01-22 | 2026-01-27 | 2026-02-04 | 3 | 6 |
| -6.48% | 2026-06-12 | 2026-06-17 | 2026-07-01 | 2 | 9 |
| -5.38% | 2026-07-28 | 2026-08-10 | ongoing | 9 | — |
Worst depth first · lengths in trading days.