$134.80
+1.84 (+1.38%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.04% | Sharpe | 0.29 |
| Sortino | 0.41 |
| Beta | 0.22 | Correlation | 0.13 |
| Up capture | 18.17% | Down capture | 13.75% |
Relative Value shows 0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.16% | Ulcer Index | 17.13 |
| MTD | 0.63% | QTD | 7.67% |
| YTD | 11.39% | Window (ann., 3.0y) | 4.11% |
| Skewness | −0.53 | Excess Kurtosis | 9.37 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.03 |
| Gain/Pain | 0.06 | Hit Rate | 52.73% |
| Win/Loss | 0.94 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.96% | -3.86% | -2.26% | -3.20% |
| CVaR (ES) | -3.33% | -5.93% | -2.84% | -3.68% |
| VaR (Cornish-Fisher) | — | — | -2.20% | -6.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.16% | 2024-11-11 | 2026-06-08 | ongoing | 392 | — |
| -8.57% | 2023-08-30 | 2023-10-23 | 2024-02-08 | 37 | 74 |
| -8.12% | 2024-05-08 | 2024-07-01 | 2024-08-23 | 36 | 38 |
| -5.16% | 2024-03-27 | 2024-04-12 | 2024-04-29 | 11 | 11 |
| -3.73% | 2024-03-07 | 2024-03-18 | 2024-03-27 | 7 | 7 |
| -2.82% | 2024-02-09 | 2024-02-15 | 2024-02-20 | 4 | 2 |
| -2.06% | 2024-08-30 | 2024-09-03 | 2024-09-19 | 1 | 12 |
| -1.70% | 2024-10-15 | 2024-10-22 | 2024-10-25 | 5 | 3 |
| -1.37% | 2024-04-29 | 2024-04-30 | 2024-05-03 | 1 | 3 |
| -1.19% | 2024-10-04 | 2024-10-08 | 2024-10-11 | 2 | 3 |
Worst depth first · lengths in trading days.