$107.06
+0.36 (+0.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.45% | Sharpe | 0.16 |
| Sortino | 0.23 |
| Beta | 1.31 | Correlation | 0.51 |
| Up capture | 110.31% | Down capture | 307.30% |
Relative Value shows 1.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.49% | Ulcer Index | 20.00 |
| MTD | 8.64% | QTD | 14.15% |
| YTD | −27.06% | Window (ann., 3.0y) | −0.03% |
| Skewness | 0.01 | Excess Kurtosis | 3.87 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.11 |
| Gain/Pain | 0.03 | Hit Rate | 49.20% |
| Win/Loss | 1.06 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.91% | -5.75% | -3.34% | -4.73% |
| CVaR (ES) | -4.65% | -7.23% | -4.20% | -5.43% |
| VaR (Cornish-Fisher) | — | — | -3.17% | -6.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.49% | 2025-10-23 | 2026-06-25 | ongoing | 164 | — |
| -31.27% | 2024-10-25 | 2025-04-08 | 2025-08-05 | 111 | 81 |
| -25.37% | 2023-09-01 | 2023-11-02 | 2023-12-14 | 43 | 29 |
| -19.37% | 2024-02-16 | 2024-04-30 | 2024-07-16 | 50 | 52 |
| -14.98% | 2023-12-27 | 2024-01-17 | 2024-02-16 | 13 | 22 |
| -11.57% | 2025-08-25 | 2025-10-10 | 2025-10-23 | 33 | 9 |
| -6.24% | 2024-08-01 | 2024-08-07 | 2024-08-19 | 4 | 8 |
| -5.14% | 2024-10-02 | 2024-10-07 | 2024-10-24 | 3 | 13 |
| -3.91% | 2024-08-23 | 2024-09-06 | 2024-09-13 | 9 | 5 |
| -3.77% | 2024-07-26 | 2024-07-30 | 2024-08-01 | 2 | 2 |
Worst depth first · lengths in trading days.