$113.80
+0.42 (+0.37%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.66% | Sharpe | 0.58 |
| Sortino | 0.90 |
| Beta | 1.05 | Correlation | 0.25 |
| Up capture | 105.90% | Down capture | 13.14% |
Relative Value shows 0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −56.12% | Ulcer Index | 25.74 |
| MTD | 8.22% | QTD | 8.90% |
| YTD | −4.24% | Window (ann., 3.0y) | 18.29% |
| Skewness | 1.03 | Excess Kurtosis | 15.41 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.02 |
| Gain/Pain | 0.12 | Hit Rate | 52.87% |
| Win/Loss | 1.00 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.16% | -7.63% | -5.13% | -7.31% |
| CVaR (ES) | -6.49% | -11.23% | -6.47% | -8.39% |
| VaR (Cornish-Fisher) | — | — | -3.14% | -15.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -56.12% | 2024-12-17 | 2026-04-10 | ongoing | 327 | — |
| -21.06% | 2024-10-17 | 2024-10-30 | 2024-11-13 | 9 | 10 |
| -18.23% | 2024-02-12 | 2024-03-11 | 2024-05-14 | 19 | 45 |
| -17.89% | 2023-11-15 | 2024-01-16 | 2024-02-12 | 40 | 19 |
| -13.15% | 2024-05-22 | 2024-06-13 | 2024-07-08 | 15 | 15 |
| -11.23% | 2024-08-30 | 2024-09-10 | 2024-10-11 | 6 | 23 |
| -10.60% | 2023-10-09 | 2023-10-23 | 2023-10-24 | 10 | 1 |
| -9.47% | 2024-07-31 | 2024-08-05 | 2024-08-26 | 3 | 15 |
| -8.79% | 2023-09-01 | 2023-09-26 | 2023-10-09 | 16 | 9 |
| -6.51% | 2023-11-03 | 2023-11-09 | 2023-11-15 | 4 | 4 |
Worst depth first · lengths in trading days.