$106.35
-1.96 (-1.81%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 18.16% | Sharpe | 0.60 |
| Sortino | 0.86 |
| Beta | −0.28 | Correlation | −0.22 |
| Up capture | 11.73% | Down capture | −72.69% |
Relative Value shows 0.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.36% | Ulcer Index | 7.08 |
| MTD | −2.30% | QTD | −3.87% |
| YTD | 8.82% | Window (ann., 3.0y) | 9.62% |
| Skewness | −0.09 | Excess Kurtosis | 0.71 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.01 |
| Gain/Pain | 0.10 | Hit Rate | 53.73% |
| Win/Loss | 0.95 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.90% | -2.69% | -1.84% | -2.62% |
| CVaR (ES) | -2.42% | -3.35% | -2.32% | -3.01% |
| VaR (Cornish-Fisher) | — | — | -1.85% | -2.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.36% | 2024-10-23 | 2025-01-07 | 2025-03-10 | 51 | 41 |
| -14.23% | 2025-04-22 | 2025-09-16 | 2026-02-12 | 101 | 103 |
| -11.65% | 2023-09-14 | 2023-10-02 | 2023-12-01 | 12 | 43 |
| -9.63% | 2026-03-16 | 2026-06-03 | ongoing | 55 | — |
| -9.11% | 2024-05-09 | 2024-07-08 | 2024-07-30 | 39 | 16 |
| -7.74% | 2024-01-10 | 2024-02-26 | 2024-04-25 | 31 | 42 |
| -6.49% | 2025-04-03 | 2025-04-07 | 2025-04-22 | 2 | 10 |
| -5.11% | 2023-12-13 | 2023-12-21 | 2024-01-10 | 6 | 12 |
| -3.96% | 2023-08-29 | 2023-09-05 | 2023-09-12 | 4 | 5 |
| -3.81% | 2024-10-01 | 2024-10-07 | 2024-10-15 | 4 | 6 |
Worst depth first · lengths in trading days.