$106.13
-2.66 (-2.45%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 18.68% | Sharpe | 0.75 |
| Sortino | 1.05 |
| Beta | 0.16 | Correlation | 0.13 |
| Up capture | 36.64% | Down capture | −32.12% |
Relative Value shows 0.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −16.48% | Ulcer Index | 6.14 |
| MTD | −3.17% | QTD | −6.11% |
| YTD | 7.00% | Window (ann., 3.0y) | 13.04% |
| Skewness | −0.65 | Excess Kurtosis | 3.91 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.02 |
| Gain/Pain | 0.14 | Hit Rate | 53.26% |
| Win/Loss | 1.00 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.82% | -3.15% | -1.88% | -2.68% |
| CVaR (ES) | -2.70% | -4.52% | -2.37% | -3.08% |
| VaR (Cornish-Fisher) | — | — | -2.00% | -4.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.48% | 2023-12-13 | 2024-02-08 | 2024-08-01 | 38 | 120 |
| -12.23% | 2023-09-14 | 2023-10-02 | 2023-12-13 | 12 | 51 |
| -10.30% | 2026-06-26 | 2026-08-21 | ongoing | 39 | — |
| -8.45% | 2025-03-03 | 2025-04-08 | 2025-08-04 | 26 | 80 |
| -8.07% | 2026-04-09 | 2026-06-01 | 2026-06-25 | 36 | 15 |
| -7.90% | 2025-11-28 | 2025-12-11 | 2026-02-10 | 9 | 40 |
| -7.86% | 2024-11-27 | 2025-01-06 | 2025-01-21 | 25 | 9 |
| -6.03% | 2026-03-16 | 2026-03-20 | 2026-04-08 | 4 | 12 |
| -4.17% | 2025-10-20 | 2025-11-05 | 2025-11-12 | 12 | 5 |
| -4.05% | 2023-08-29 | 2023-09-05 | 2023-09-13 | 4 | 6 |
Worst depth first · lengths in trading days.