$78.80
+0.25 (+0.32%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.98% | Sharpe | 0.69 |
| Sortino | 1.07 |
| Beta | 1.38 | Correlation | 0.52 |
| Up capture | 110.79% | Down capture | 103.95% |
Relative Value shows 1.15 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −34.13% | Ulcer Index | 16.01 |
| MTD | 12.00% | QTD | 9.20% |
| YTD | −3.56% | Window (ann., 3.0y) | 20.88% |
| Skewness | 0.59 | Excess Kurtosis | 4.42 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.09 |
| Gain/Pain | 0.13 | Hit Rate | 50.40% |
| Win/Loss | 1.10 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.35% | -5.77% | -3.83% | -5.46% |
| CVaR (ES) | -5.03% | -7.57% | -4.83% | -6.27% |
| VaR (Cornish-Fisher) | — | — | -3.20% | -6.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.13% | 2025-10-06 | 2026-07-24 | ongoing | 195 | — |
| -30.59% | 2024-10-11 | 2024-12-13 | 2025-05-12 | 44 | 100 |
| -28.15% | 2024-02-15 | 2024-08-05 | 2024-10-11 | 117 | 48 |
| -17.00% | 2023-09-11 | 2023-10-26 | 2023-11-07 | 33 | 8 |
| -10.84% | 2025-07-08 | 2025-08-01 | 2025-09-15 | 18 | 30 |
| -10.74% | 2025-05-19 | 2025-06-03 | 2025-06-26 | 10 | 16 |
| -9.01% | 2023-12-27 | 2024-01-05 | 2024-01-11 | 6 | 4 |
| -5.97% | 2025-09-15 | 2025-09-17 | 2025-09-22 | 2 | 3 |
| -3.66% | 2024-02-08 | 2024-02-13 | 2024-02-14 | 3 | 1 |
| -3.25% | 2023-12-12 | 2023-12-20 | 2023-12-27 | 6 | 4 |
Worst depth first · lengths in trading days.