$104.10
+0.84 (+0.81%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.86% | Sharpe | 0.30 |
| Sortino | 0.42 |
| Beta | 1.07 | Correlation | 0.65 |
| Up capture | 78.86% | Down capture | 182.55% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.52% | Ulcer Index | 10.47 |
| MTD | −0.34% | QTD | −2.64% |
| YTD | 9.85% | Window (ann., 3.0y) | 4.43% |
| Skewness | −0.70 | Excess Kurtosis | 10.89 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.14 |
| Gain/Pain | 0.05 | Hit Rate | 49.40% |
| Win/Loss | 1.07 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.20% | -4.23% | -2.65% | -3.76% |
| CVaR (ES) | -3.57% | -6.26% | -3.33% | -4.31% |
| VaR (Cornish-Fisher) | — | — | -2.60% | -8.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.52% | 2024-11-25 | 2025-04-08 | 2026-02-11 | 90 | 212 |
| -18.18% | 2026-02-12 | 2026-03-20 | 2026-07-28 | 25 | 84 |
| -14.05% | 2023-08-30 | 2023-10-27 | 2023-12-26 | 41 | 40 |
| -12.09% | 2024-03-28 | 2024-07-09 | 2024-07-31 | 69 | 16 |
| -10.48% | 2024-07-31 | 2024-09-11 | 2024-10-14 | 29 | 23 |
| -10.05% | 2024-10-14 | 2024-10-31 | 2024-11-06 | 13 | 4 |
| -7.12% | 2026-08-05 | 2026-08-18 | ongoing | 9 | — |
| -5.69% | 2026-07-28 | 2026-07-30 | 2026-08-04 | 2 | 3 |
| -5.29% | 2023-12-26 | 2024-01-09 | 2024-02-08 | 9 | 21 |
| -4.85% | 2024-11-11 | 2024-11-20 | 2024-11-25 | 7 | 3 |
Worst depth first · lengths in trading days.