$84.61
-0.50 (-0.59%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.82% | Sharpe | 0.30 |
| Sortino | 0.42 |
| Beta | 1.79 | Correlation | 0.58 |
| Up capture | 147.34% | Down capture | 345.52% |
Relative Value shows 1.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.27% | Ulcer Index | 20.90 |
| MTD | 7.62% | QTD | 17.29% |
| YTD | −0.99% | Window (ann., 3.0y) | 3.77% |
| Skewness | −0.79 | Excess Kurtosis | 11.81 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.09 |
| Gain/Pain | 0.06 | Hit Rate | 49.27% |
| Win/Loss | 1.08 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.65% | -6.51% | -4.28% | -6.08% |
| CVaR (ES) | -5.89% | -11.39% | -5.38% | -6.97% |
| VaR (Cornish-Fisher) | — | — | -4.21% | -14.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.27% | 2023-08-30 | 2023-10-30 | 2024-07-16 | 42 | 177 |
| -40.12% | 2024-10-23 | 2026-06-22 | ongoing | 412 | — |
| -7.83% | 2024-07-31 | 2024-08-07 | 2024-08-14 | 5 | 5 |
| -5.38% | 2024-07-16 | 2024-07-19 | 2024-07-25 | 3 | 4 |
| -3.31% | 2024-08-26 | 2024-09-06 | 2024-09-12 | 8 | 4 |
| -2.42% | 2024-09-24 | 2024-10-01 | 2024-10-03 | 5 | 2 |
| -1.93% | 2024-10-18 | 2024-10-22 | 2024-10-23 | 2 | 1 |
| -1.76% | 2024-10-03 | 2024-10-04 | 2024-10-14 | 1 | 6 |
| -1.20% | 2024-09-16 | 2024-09-17 | 2024-09-19 | 1 | 2 |
| -1.01% | 2024-10-15 | 2024-10-16 | 2024-10-18 | 1 | 2 |
Worst depth first · lengths in trading days.