$101.70
-0.20 (-0.20%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.71% | Sharpe | 1.31 |
| Sortino | 2.01 |
| Beta | 0.95 | Correlation | 0.38 |
| Up capture | 140.47% | Down capture | −12.11% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.36% | Ulcer Index | 9.27 |
| MTD | 7.37% | QTD | 0.43% |
| YTD | 24.79% | Window (ann., 3.0y) | 44.85% |
| Skewness | 0.29 | Excess Kurtosis | 4.26 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.26 |
| Gain/Pain | 0.26 | Hit Rate | 55.08% |
| Win/Loss | 1.02 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.85% | -5.35% | -3.22% | -4.62% |
| CVaR (ES) | -4.28% | -7.26% | -4.08% | -5.32% |
| VaR (Cornish-Fisher) | — | — | -2.87% | -6.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.36% | 2025-09-11 | 2025-11-24 | 2026-06-26 | 52 | 141 |
| -22.22% | 2025-02-14 | 2025-04-08 | 2025-06-23 | 36 | 51 |
| -20.85% | 2024-04-05 | 2024-06-14 | 2024-09-23 | 49 | 68 |
| -12.74% | 2023-09-01 | 2023-10-23 | 2023-11-03 | 35 | 9 |
| -10.36% | 2023-11-14 | 2023-12-05 | 2023-12-14 | 14 | 7 |
| -10.24% | 2024-12-02 | 2025-01-10 | 2025-01-31 | 26 | 14 |
| -9.02% | 2026-07-02 | 2026-07-31 | 2026-08-13 | 20 | 9 |
| -6.55% | 2023-12-19 | 2024-01-10 | 2024-01-26 | 14 | 11 |
| -6.51% | 2024-01-29 | 2024-02-13 | 2024-02-28 | 11 | 10 |
| -4.99% | 2025-07-30 | 2025-08-01 | 2025-08-08 | 2 | 5 |
Worst depth first · lengths in trading days.