$118.99
-0.40 (-0.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.70% | Sharpe | 0.84 |
| Sortino | 1.25 |
| Beta | 1.02 | Correlation | 0.34 |
| Up capture | 112.08% | Down capture | 36.09% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.26% | Ulcer Index | 13.98 |
| MTD | −7.06% | QTD | −16.26% |
| YTD | −16.03% | Window (ann., 3.0y) | 28.45% |
| Skewness | 0.22 | Excess Kurtosis | 5.62 |
| Omega (θ=0) | 1.16 | Tail Ratio | 0.99 |
| Gain/Pain | 0.16 | Hit Rate | 52.80% |
| Win/Loss | 1.04 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.63% | -7.24% | -3.88% | -5.54% |
| CVaR (ES) | -5.48% | -8.79% | -4.90% | -6.37% |
| VaR (Cornish-Fisher) | — | — | -3.45% | -8.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.26% | 2025-08-12 | 2026-08-21 | ongoing | 255 | — |
| -26.28% | 2024-12-04 | 2025-03-04 | 2025-06-18 | 59 | 74 |
| -20.86% | 2024-10-16 | 2024-11-04 | 2024-11-25 | 13 | 15 |
| -19.51% | 2023-12-19 | 2024-02-06 | 2024-03-13 | 32 | 25 |
| -13.53% | 2023-09-01 | 2023-11-02 | 2023-11-14 | 43 | 8 |
| -10.32% | 2024-08-30 | 2024-09-09 | 2024-09-30 | 5 | 15 |
| -5.73% | 2024-04-08 | 2024-04-19 | 2024-05-16 | 9 | 19 |
| -5.55% | 2024-08-01 | 2024-08-05 | 2024-08-21 | 2 | 12 |
| -5.27% | 2025-07-17 | 2025-07-24 | 2025-08-04 | 5 | 7 |
| -5.23% | 2024-03-15 | 2024-03-19 | 2024-03-22 | 2 | 3 |
Worst depth first · lengths in trading days.