$131.31
-0.75 (-0.57%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.94% | Sharpe | 0.16 |
| Sortino | 0.24 |
| Beta | 0.63 | Correlation | 0.40 |
| Up capture | 35.74% | Down capture | 82.56% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.41% | Ulcer Index | 12.95 |
| MTD | −0.78% | QTD | −5.49% |
| YTD | −3.23% | Window (ann., 3.0y) | 1.26% |
| Skewness | 0.07 | Excess Kurtosis | 1.54 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.05 |
| Gain/Pain | 0.03 | Hit Rate | 49.20% |
| Win/Loss | 1.06 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.99% | -3.26% | -2.16% | -3.05% |
| CVaR (ES) | -2.78% | -4.00% | -2.71% | -3.50% |
| VaR (Cornish-Fisher) | — | — | -2.09% | -3.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.41% | 2025-03-03 | 2026-03-27 | ongoing | 269 | — |
| -18.86% | 2023-08-30 | 2023-10-30 | 2024-06-24 | 42 | 163 |
| -10.30% | 2024-11-27 | 2025-01-10 | 2025-02-25 | 28 | 30 |
| -9.61% | 2024-09-16 | 2024-11-01 | 2024-11-27 | 34 | 18 |
| -3.63% | 2024-07-22 | 2024-07-31 | 2024-08-01 | 7 | 1 |
| -3.15% | 2024-06-24 | 2024-07-05 | 2024-07-16 | 8 | 7 |
| -2.47% | 2024-09-03 | 2024-09-06 | 2024-09-11 | 3 | 3 |
| -2.33% | 2024-08-02 | 2024-08-05 | 2024-08-06 | 1 | 1 |
| -0.75% | 2024-07-18 | 2024-07-19 | 2024-07-22 | 1 | 1 |
| -0.54% | 2024-08-09 | 2024-08-12 | 2024-08-14 | 1 | 2 |
Worst depth first · lengths in trading days.