$122.51
+0.52 (+0.43%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.91% | Sharpe | 0.89 |
| Sortino | 1.38 |
| Beta | 1.41 | Correlation | 0.50 |
| Up capture | 127.13% | Down capture | 75.44% |
Relative Value shows 1.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.54% | Ulcer Index | 10.03 |
| MTD | −1.95% | QTD | −4.65% |
| YTD | 13.12% | Window (ann., 3.0y) | 27.71% |
| Skewness | 0.83 | Excess Kurtosis | 10.79 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.00 |
| Gain/Pain | 0.18 | Hit Rate | 51.87% |
| Win/Loss | 1.08 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.09% | -5.25% | -3.39% | -4.85% |
| CVaR (ES) | -4.45% | -7.13% | -4.29% | -5.57% |
| VaR (Cornish-Fisher) | — | — | -2.39% | -8.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.54% | 2025-01-23 | 2025-04-08 | 2025-06-11 | 52 | 44 |
| -19.04% | 2025-10-29 | 2026-03-30 | 2026-07-02 | 103 | 62 |
| -18.31% | 2024-07-31 | 2024-11-04 | 2025-01-23 | 67 | 53 |
| -16.44% | 2026-07-06 | 2026-07-29 | ongoing | 17 | — |
| -10.58% | 2025-08-12 | 2025-10-10 | 2025-10-29 | 42 | 13 |
| -10.51% | 2024-05-31 | 2024-07-01 | 2024-07-15 | 20 | 9 |
| -7.99% | 2023-10-11 | 2023-10-23 | 2023-11-02 | 8 | 8 |
| -7.56% | 2024-02-27 | 2024-03-11 | 2024-03-27 | 9 | 12 |
| -7.32% | 2023-12-26 | 2024-01-05 | 2024-01-29 | 7 | 15 |
| -7.29% | 2024-07-16 | 2024-07-19 | 2024-07-26 | 3 | 5 |
Worst depth first · lengths in trading days.