$75.06
-0.20 (-0.27%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 42.98% | Sharpe | 0.50 |
| Sortino | 0.77 |
| Beta | 0.29 | Correlation | 0.09 |
| Up capture | 9.43% | Down capture | −354.02% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.33% | Ulcer Index | 11.93 |
| MTD | −18.09% | QTD | −26.31% |
| YTD | −4.51% | Window return | 12.95% |
| Skewness | 1.03 | Excess Kurtosis | 13.00 |
| Omega (θ=0) | 1.11 | Tail Ratio | 0.98 |
| Gain/Pain | 0.11 | Hit Rate | 51.41% |
| Win/Loss | 1.03 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.17% | -6.65% | -4.37% | -6.21% |
| CVaR (ES) | -5.63% | -10.86% | -5.50% | -7.13% |
| VaR (Cornish-Fisher) | — | — | -2.81% | -11.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.33% | 2026-05-06 | 2026-08-21 | ongoing | 72 | — |
| -24.34% | 2025-11-28 | 2026-02-12 | 2026-04-17 | 51 | 43 |
| -6.38% | 2025-08-20 | 2025-08-25 | 2025-09-11 | 3 | 12 |
| -5.35% | 2026-04-20 | 2026-04-29 | 2026-05-05 | 7 | 4 |
| -3.96% | 2025-10-28 | 2025-10-31 | 2025-11-04 | 3 | 2 |
| -3.93% | 2025-10-08 | 2025-10-10 | 2025-10-14 | 2 | 2 |
| -2.77% | 2025-10-14 | 2025-10-17 | 2025-10-23 | 3 | 4 |
| -2.70% | 2025-11-11 | 2025-11-13 | 2025-11-25 | 2 | 8 |
| -2.50% | 2025-09-11 | 2025-09-16 | 2025-09-22 | 3 | 4 |
| -1.93% | 2025-09-23 | 2025-09-24 | 2025-09-26 | 1 | 2 |
Worst depth first · lengths in trading days.