$78.50
-0.51 (-0.65%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.03% | Sharpe | 0.56 |
| Sortino | 0.84 |
| Beta | 0.00 | Correlation | 0.00 |
| Up capture | 97.12% | Down capture | 67.97% |
Relative Value shows 0.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.90% | Ulcer Index | 18.95 |
| MTD | −13.01% | QTD | 5.28% |
| YTD | 43.90% | Window (ann., 3.0y) | 15.89% |
| Skewness | 0.19 | Excess Kurtosis | 9.70 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.00 |
| Gain/Pain | 0.11 | Hit Rate | 50.94% |
| Win/Loss | 1.07 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.83% | -7.08% | -4.36% | -6.21% |
| CVaR (ES) | -5.87% | -10.14% | -5.50% | -7.13% |
| VaR (Cornish-Fisher) | — | — | -3.69% | -11.95% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.90% | 2024-11-06 | 2025-02-24 | 2026-01-22 | 72 | 229 |
| -31.99% | 2023-10-09 | 2024-02-13 | 2024-08-22 | 87 | 132 |
| -21.78% | 2026-06-12 | 2026-06-29 | ongoing | 10 | — |
| -16.80% | 2024-08-23 | 2024-09-06 | 2024-10-03 | 9 | 19 |
| -14.39% | 2026-03-04 | 2026-04-24 | 2026-05-05 | 34 | 7 |
| -9.60% | 2026-05-06 | 2026-05-11 | 2026-05-27 | 3 | 11 |
| -8.77% | 2026-01-23 | 2026-02-12 | 2026-02-19 | 14 | 4 |
| -8.41% | 2023-08-28 | 2023-09-06 | 2023-09-27 | 6 | 15 |
| -5.65% | 2024-10-14 | 2024-11-01 | 2024-11-06 | 14 | 3 |
| -4.22% | 2026-02-19 | 2026-02-25 | 2026-03-02 | 4 | 3 |
Worst depth first · lengths in trading days.