$71.00
+0.82 (+1.17%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.39% | Sharpe | 0.25 |
| Sortino | 0.35 |
| Beta | −0.06 | Correlation | −0.03 |
| Up capture | 13.15% | Down capture | −43.08% |
Relative Value shows 0.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.37% | Ulcer Index | 13.94 |
| MTD | −7.85% | QTD | −9.33% |
| YTD | 11.83% | Window (ann., 3.0y) | 2.99% |
| Skewness | 0.04 | Excess Kurtosis | 2.29 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.03 |
| Gain/Pain | 0.04 | Hit Rate | 50.73% |
| Win/Loss | 1.00 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.70% | -4.21% | -2.81% | -3.99% |
| CVaR (ES) | -3.82% | -5.48% | -3.53% | -4.57% |
| VaR (Cornish-Fisher) | — | — | -2.71% | -4.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.37% | 2025-05-06 | 2026-03-10 | ongoing | 211 | — |
| -16.76% | 2024-11-11 | 2025-01-22 | 2025-03-06 | 47 | 30 |
| -16.65% | 2024-07-31 | 2024-10-31 | 2024-11-11 | 65 | 7 |
| -12.88% | 2023-08-21 | 2024-02-05 | 2024-05-14 | 116 | 69 |
| -10.10% | 2025-03-10 | 2025-03-25 | 2025-04-21 | 11 | 18 |
| -9.90% | 2024-05-14 | 2024-07-03 | 2024-07-16 | 34 | 8 |
| -3.72% | 2025-04-23 | 2025-04-25 | 2025-04-30 | 2 | 3 |
| -0.89% | 2024-07-18 | 2024-07-19 | 2024-07-22 | 1 | 1 |
| -0.41% | 2024-07-23 | 2024-07-24 | 2024-07-25 | 1 | 1 |
Worst depth first · lengths in trading days.