$101.94
+5.79 (+6.02%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.45% | Sharpe | 0.02 |
| Sortino | 0.02 |
| Beta | 1.82 | Correlation | 0.51 |
| Up capture | 142.98% | Down capture | 464.46% |
Relative Value shows 1.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.40% | Ulcer Index | 40.73 |
| MTD | 21.50% | QTD | 29.12% |
| YTD | −1.97% | Window (ann., 3.0y) | −10.61% |
| Skewness | −0.96 | Excess Kurtosis | 10.33 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.22 |
| Gain/Pain | 0.00 | Hit Rate | 48.47% |
| Win/Loss | 1.06 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.67% | -8.76% | -5.02% | -7.10% |
| CVaR (ES) | -7.15% | -15.31% | -6.29% | -8.13% |
| VaR (Cornish-Fisher) | — | — | -5.16% | -15.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.40% | 2023-08-30 | 2025-04-08 | ongoing | 402 | — |
| -1.40% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.87% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.