$120.31
-0.60 (-0.50%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.23% | Sharpe | 0.88 |
| Sortino | 1.39 |
| Beta | 0.54 | Correlation | 0.28 |
| Up capture | 74.22% | Down capture | 4.58% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.09% | Ulcer Index | 9.44 |
| MTD | 8.32% | QTD | 19.25% |
| YTD | 13.99% | Window (ann., 3.0y) | 20.70% |
| Skewness | 1.06 | Excess Kurtosis | 14.05 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.05 |
| Gain/Pain | 0.18 | Hit Rate | 51.27% |
| Win/Loss | 1.12 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.93% | -3.38% | -2.53% | -3.61% |
| CVaR (ES) | -3.23% | -5.83% | -3.19% | -4.15% |
| VaR (Cornish-Fisher) | — | — | -1.56% | -6.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.09% | 2025-10-27 | 2026-02-02 | ongoing | 66 | — |
| -14.81% | 2023-08-30 | 2023-10-30 | 2024-01-16 | 42 | 52 |
| -12.52% | 2025-06-30 | 2025-07-24 | 2025-08-20 | 17 | 19 |
| -12.10% | 2024-11-26 | 2025-01-10 | 2025-04-25 | 29 | 72 |
| -8.97% | 2024-08-01 | 2024-08-06 | 2024-08-30 | 3 | 18 |
| -5.69% | 2024-04-05 | 2024-04-18 | 2024-04-29 | 9 | 7 |
| -4.52% | 2024-11-07 | 2024-11-15 | 2024-11-26 | 6 | 7 |
| -4.40% | 2024-10-16 | 2024-10-28 | 2024-10-29 | 8 | 1 |
| -4.35% | 2025-09-30 | 2025-10-13 | 2025-10-27 | 9 | 10 |
| -4.16% | 2024-05-15 | 2024-05-28 | 2024-07-16 | 8 | 33 |
Worst depth first · lengths in trading days.