$161.90
+0.24 (+0.15%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.74% | Sharpe | 0.45 |
| Sortino | 0.68 |
| Beta | 2.29 | Correlation | 0.59 |
| Up capture | 183.89% | Down capture | 340.93% |
Relative Value shows 1.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.90% | Ulcer Index | 31.85 |
| MTD | 7.83% | QTD | 12.95% |
| YTD | 10.19% | Window (ann., 3.0y) | 10.23% |
| Skewness | 0.32 | Excess Kurtosis | 2.91 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.21 |
| Gain/Pain | 0.08 | Hit Rate | 48.93% |
| Win/Loss | 1.13 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.07% | -7.99% | -5.47% | -7.78% |
| CVaR (ES) | -7.12% | -10.27% | -6.89% | -8.93% |
| VaR (Cornish-Fisher) | — | — | -4.96% | -9.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.90% | 2024-11-06 | 2026-04-02 | ongoing | 350 | — |
| -26.11% | 2024-03-27 | 2024-07-09 | 2024-10-14 | 70 | 68 |
| -23.54% | 2023-09-01 | 2023-10-25 | 2023-12-13 | 37 | 34 |
| -8.83% | 2023-12-27 | 2024-01-05 | 2024-01-25 | 6 | 13 |
| -8.72% | 2024-02-12 | 2024-02-13 | 2024-02-28 | 1 | 10 |
| -7.69% | 2024-03-04 | 2024-03-11 | 2024-03-27 | 5 | 12 |
| -4.05% | 2023-08-21 | 2023-08-22 | 2023-08-29 | 1 | 5 |
| -4.01% | 2024-01-29 | 2024-01-31 | 2024-02-02 | 2 | 2 |
| -3.79% | 2024-02-02 | 2024-02-06 | 2024-02-12 | 2 | 4 |
| -3.54% | 2024-10-28 | 2024-11-04 | 2024-11-05 | 5 | 1 |
Worst depth first · lengths in trading days.