$74.83
-0.56 (-0.74%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.06% | Sharpe | 0.01 |
| Sortino | 0.02 |
| Beta | 0.58 | Correlation | 0.19 |
| Up capture | 56.79% | Down capture | 235.87% |
Relative Value shows 0.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.40% | Ulcer Index | 32.63 |
| MTD | 25.13% | QTD | 54.26% |
| YTD | −13.24% | Window (ann., 3.0y) | −8.43% |
| Skewness | 1.83 | Excess Kurtosis | 25.16 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.05 |
| Gain/Pain | 0.00 | Hit Rate | 48.60% |
| Win/Loss | 1.06 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.83% | -6.59% | -4.56% | -6.46% |
| CVaR (ES) | -5.93% | -9.54% | -5.72% | -7.40% |
| VaR (Cornish-Fisher) | — | — | -1.53% | -15.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.40% | 2024-12-20 | 2026-05-13 | ongoing | 347 | — |
| -37.59% | 2023-09-13 | 2024-06-18 | 2024-12-20 | 192 | 129 |
| -1.82% | 2023-09-07 | 2023-09-08 | 2023-09-13 | 1 | 3 |
| -1.31% | 2023-08-31 | 2023-09-01 | 2023-09-07 | 1 | 3 |
| -1.02% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.19% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.