$74.24
+1.59 (+2.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.26% | Sharpe | 0.76 |
| Sortino | 1.18 |
| Beta | 1.20 | Correlation | 0.41 |
| Up capture | 132.80% | Down capture | 59.17% |
Relative Value shows 1.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.53% | Ulcer Index | 13.13 |
| MTD | 0.08% | QTD | 4.77% |
| YTD | −1.36% | Window (ann., 3.0y) | 27.75% |
| Skewness | 0.76 | Excess Kurtosis | 10.66 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.14 |
| Gain/Pain | 0.15 | Hit Rate | 49.60% |
| Win/Loss | 1.16 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.61% | -6.19% | -4.76% | -6.78% |
| CVaR (ES) | -5.93% | -11.09% | -6.00% | -7.79% |
| VaR (Cornish-Fisher) | — | — | -3.44% | -11.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.53% | 2024-07-11 | 2024-09-10 | 2024-11-29 | 42 | 57 |
| -28.46% | 2025-01-21 | 2025-04-08 | 2025-05-15 | 54 | 26 |
| -26.32% | 2025-12-15 | 2026-03-30 | ongoing | 71 | — |
| -25.34% | 2025-08-06 | 2025-11-19 | 2025-12-11 | 74 | 15 |
| -21.62% | 2024-02-27 | 2024-04-19 | 2024-07-11 | 37 | 56 |
| -13.70% | 2023-11-20 | 2023-11-22 | 2023-12-01 | 2 | 6 |
| -11.93% | 2023-08-21 | 2023-10-05 | 2023-11-03 | 32 | 21 |
| -11.12% | 2025-05-27 | 2025-06-23 | 2025-07-23 | 18 | 21 |
| -8.98% | 2023-12-01 | 2024-01-05 | 2024-01-09 | 23 | 2 |
| -8.95% | 2025-01-06 | 2025-01-16 | 2025-01-21 | 7 | 2 |
Worst depth first · lengths in trading days.