$112.91
+0.17 (+0.15%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.51% | Sharpe | 0.38 |
| Sortino | 0.58 |
| Beta | 0.62 | Correlation | 0.33 |
| Up capture | 53.61% | Down capture | 60.13% |
Relative Value shows 0.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.63% | Ulcer Index | 12.14 |
| MTD | 0.08% | QTD | 1.60% |
| YTD | 7.45% | Window (ann., 3.0y) | 7.19% |
| Skewness | 0.79 | Excess Kurtosis | 8.43 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.19 |
| Gain/Pain | 0.07 | Hit Rate | 49.87% |
| Win/Loss | 1.07 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.57% | -4.97% | -3.01% | -4.28% |
| CVaR (ES) | -3.97% | -6.25% | -3.79% | -4.91% |
| VaR (Cornish-Fisher) | — | — | -2.25% | -6.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.63% | 2025-09-04 | 2026-03-18 | ongoing | 134 | — |
| -21.46% | 2024-12-06 | 2025-04-04 | 2025-05-13 | 80 | 26 |
| -18.01% | 2023-12-27 | 2024-04-17 | 2024-07-16 | 76 | 61 |
| -17.22% | 2023-09-01 | 2023-10-27 | 2023-12-22 | 39 | 39 |
| -12.20% | 2024-07-26 | 2024-08-05 | 2024-09-19 | 6 | 32 |
| -11.35% | 2025-07-18 | 2025-08-07 | 2025-09-04 | 14 | 19 |
| -9.17% | 2025-05-19 | 2025-06-17 | 2025-07-02 | 20 | 10 |
| -8.58% | 2024-09-19 | 2024-10-02 | 2024-10-16 | 9 | 10 |
| -7.24% | 2024-10-17 | 2024-11-04 | 2024-11-06 | 12 | 2 |
| -4.72% | 2024-11-06 | 2024-11-07 | 2024-11-25 | 1 | 12 |
Worst depth first · lengths in trading days.