$71.20
-0.81 (-1.12%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.98% | Sharpe | 0.64 |
| Sortino | 0.91 |
| Beta | 0.82 | Correlation | 0.47 |
| Up capture | 68.88% | Down capture | 77.10% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.60% | Ulcer Index | 8.90 |
| MTD | −3.26% | QTD | −0.42% |
| YTD | 13.62% | Window (ann., 3.0y) | 11.72% |
| Skewness | −0.34 | Excess Kurtosis | 3.71 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.15 |
| Gain/Pain | 0.11 | Hit Rate | 50.87% |
| Win/Loss | 1.06 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.80% | -3.66% | -2.12% | -3.02% |
| CVaR (ES) | -2.95% | -4.94% | -2.67% | -3.47% |
| VaR (Cornish-Fisher) | — | — | -2.15% | -4.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.60% | 2024-01-12 | 2024-04-16 | 2025-02-25 | 64 | 215 |
| -18.52% | 2023-08-30 | 2023-10-04 | 2023-11-28 | 24 | 38 |
| -12.49% | 2025-03-05 | 2025-04-08 | 2025-06-23 | 24 | 51 |
| -9.71% | 2026-02-27 | 2026-03-24 | 2026-04-17 | 17 | 17 |
| -8.72% | 2026-07-24 | 2026-08-11 | ongoing | 12 | — |
| -7.27% | 2025-10-03 | 2025-12-23 | 2026-01-15 | 56 | 15 |
| -7.16% | 2026-06-12 | 2026-06-18 | 2026-07-17 | 4 | 19 |
| -3.97% | 2025-06-23 | 2025-06-27 | 2025-07-22 | 4 | 16 |
| -3.79% | 2026-02-13 | 2026-02-18 | 2026-02-26 | 2 | 6 |
| -3.73% | 2023-12-04 | 2023-12-12 | 2023-12-14 | 6 | 2 |
Worst depth first · lengths in trading days.