$58.47
+0.12 (+0.21%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.24% | Sharpe | 0.60 |
| Sortino | 0.93 |
| Beta | 0.44 | Correlation | 0.29 |
| Up capture | 48.14% | Down capture | −9.40% |
Relative Value shows 0.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.68% | Ulcer Index | 11.87 |
| MTD | −2.01% | QTD | 0.46% |
| YTD | 25.45% | Window (ann., 3.0y) | 12.69% |
| Skewness | 0.80 | Excess Kurtosis | 5.83 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.20 |
| Gain/Pain | 0.11 | Hit Rate | 51.07% |
| Win/Loss | 1.04 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.34% | -3.75% | -2.55% | -3.64% |
| CVaR (ES) | -3.29% | -4.54% | -3.22% | -4.18% |
| VaR (Cornish-Fisher) | — | — | -1.99% | -4.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.68% | 2024-11-11 | 2025-04-11 | 2026-05-20 | 103 | 277 |
| -21.36% | 2023-12-28 | 2024-02-07 | 2024-07-16 | 27 | 109 |
| -17.16% | 2024-07-17 | 2024-10-08 | 2024-11-06 | 58 | 21 |
| -7.47% | 2023-08-21 | 2023-09-27 | 2023-10-17 | 26 | 14 |
| -6.23% | 2026-07-16 | 2026-08-19 | ongoing | 24 | — |
| -5.27% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -4.04% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -3.72% | 2023-11-15 | 2023-11-22 | 2023-11-30 | 5 | 5 |
| -3.57% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -2.59% | 2023-10-17 | 2023-10-19 | 2023-10-26 | 2 | 5 |
Worst depth first · lengths in trading days.