$201.92
+2.04 (+1.02%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2020-06-02 — the price history has a 616-day gap before it.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.63% | Sharpe | 0.67 |
| Sortino | 1.01 |
| Beta | 0.97 | Correlation | 0.57 |
| Up capture | 77.84% | Down capture | 96.11% |
Relative Value shows 1.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.59% | Ulcer Index | 8.70 |
| MTD | −1.32% | QTD | −9.97% |
| YTD | 3.91% | Window (ann., 3.0y) | 14.32% |
| Skewness | 0.27 | Excess Kurtosis | 5.75 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.16 |
| Gain/Pain | 0.13 | Hit Rate | 49.20% |
| Win/Loss | 1.16 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.12% | -3.70% | -2.49% | -3.54% |
| CVaR (ES) | -3.29% | -5.42% | -3.14% | -4.07% |
| VaR (Cornish-Fisher) | — | — | -2.19% | -5.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.59% | 2025-02-20 | 2025-04-08 | 2026-01-13 | 33 | 192 |
| -14.82% | 2026-02-20 | 2026-07-23 | ongoing | 102 | — |
| -13.64% | 2023-09-01 | 2023-10-27 | 2023-12-14 | 39 | 33 |
| -10.85% | 2024-11-27 | 2025-01-10 | 2025-02-20 | 28 | 27 |
| -9.92% | 2024-07-16 | 2024-08-07 | 2024-09-19 | 16 | 30 |
| -6.99% | 2023-12-14 | 2024-01-17 | 2024-02-01 | 21 | 11 |
| -6.36% | 2024-05-22 | 2024-07-09 | 2024-07-16 | 31 | 5 |
| -5.22% | 2024-03-21 | 2024-04-18 | 2024-04-25 | 19 | 5 |
| -5.18% | 2024-10-17 | 2024-10-24 | 2024-11-06 | 5 | 9 |
| -3.79% | 2026-01-22 | 2026-01-30 | 2026-02-03 | 6 | 2 |
Worst depth first · lengths in trading days.