$129.05
+0.99 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.21% | Sharpe | 0.50 |
| Sortino | 0.72 |
| Beta | 0.96 | Correlation | 0.56 |
| Up capture | 73.95% | Down capture | 116.71% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.30% | Ulcer Index | 14.57 |
| MTD | 2.84% | QTD | −3.79% |
| YTD | −25.27% | Window (ann., 3.0y) | 10.42% |
| Skewness | 0.03 | Excess Kurtosis | 5.68 |
| Omega (θ=0) | 1.09 | Tail Ratio | 0.99 |
| Gain/Pain | 0.09 | Hit Rate | 52.86% |
| Win/Loss | 0.97 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -4.37% | -2.77% | -3.93% |
| CVaR (ES) | -3.76% | -6.25% | -3.48% | -4.51% |
| VaR (Cornish-Fisher) | — | — | -2.55% | -6.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.30% | 2025-09-23 | 2026-08-10 | ongoing | 218 | — |
| -25.20% | 2024-11-25 | 2025-04-08 | 2025-07-09 | 90 | 62 |
| -11.92% | 2023-09-18 | 2023-10-25 | 2023-12-01 | 27 | 26 |
| -7.74% | 2024-04-08 | 2024-04-18 | 2024-05-06 | 8 | 12 |
| -6.59% | 2023-12-27 | 2024-01-10 | 2024-01-23 | 9 | 8 |
| -6.59% | 2024-02-23 | 2024-03-18 | 2024-04-08 | 16 | 14 |
| -6.56% | 2024-05-14 | 2024-06-11 | 2024-07-05 | 19 | 16 |
| -5.34% | 2024-10-17 | 2024-10-30 | 2024-11-06 | 9 | 5 |
| -4.58% | 2024-08-30 | 2024-09-06 | 2024-09-16 | 4 | 6 |
| -4.35% | 2025-08-28 | 2025-09-03 | 2025-09-10 | 3 | 5 |
Worst depth first · lengths in trading days.