$110.61
+1.77 (+1.63%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.33% | Sharpe | 1.37 |
| Sortino | 2.22 |
| Beta | 2.21 | Correlation | 0.61 |
| Up capture | 204.72% | Down capture | 43.82% |
Relative Value shows 1.37 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.30% | Ulcer Index | 10.63 |
| MTD | −4.11% | QTD | 15.10% |
| YTD | 77.46% | Window (ann., 3.0y) | 56.47% |
| Skewness | 0.94 | Excess Kurtosis | 6.78 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.12 |
| Gain/Pain | 0.28 | Hit Rate | 54.13% |
| Win/Loss | 1.07 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.38% | -6.40% | -3.76% | -5.41% |
| CVaR (ES) | -4.81% | -7.34% | -4.77% | -6.23% |
| VaR (Cornish-Fisher) | — | — | -2.75% | -6.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.30% | 2023-08-21 | 2023-10-12 | 2023-12-14 | 37 | 44 |
| -26.03% | 2025-02-18 | 2025-04-08 | 2025-07-07 | 35 | 60 |
| -20.48% | 2026-02-24 | 2026-04-02 | 2026-04-29 | 27 | 18 |
| -20.36% | 2025-07-31 | 2025-10-01 | 2026-02-18 | 43 | 95 |
| -16.48% | 2024-03-04 | 2024-04-18 | 2024-05-07 | 32 | 13 |
| -14.76% | 2024-07-26 | 2024-08-09 | 2024-08-30 | 10 | 15 |
| -9.95% | 2024-08-30 | 2024-10-07 | 2024-11-07 | 25 | 23 |
| -8.47% | 2024-07-08 | 2024-07-10 | 2024-07-16 | 2 | 4 |
| -8.24% | 2026-07-16 | 2026-07-22 | 2026-07-29 | 4 | 5 |
| -8.18% | 2025-07-07 | 2025-07-29 | 2025-07-31 | 16 | 2 |
Worst depth first · lengths in trading days.