$105.70
+1.83 (+1.76%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.92% | Sharpe | 1.49 |
| Sortino | 2.32 |
| Beta | 0.85 | Correlation | 0.32 |
| Up capture | 150.06% | Down capture | −84.21% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.99% | Ulcer Index | 12.56 |
| MTD | −1.33% | QTD | −0.86% |
| YTD | 13.14% | Window (ann., 3.0y) | 57.68% |
| Skewness | 0.39 | Excess Kurtosis | 22.11 |
| Omega (θ=0) | 1.33 | Tail Ratio | 1.22 |
| Gain/Pain | 0.33 | Hit Rate | 53.87% |
| Win/Loss | 1.12 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.64% | -4.63% | -3.41% | -4.91% |
| CVaR (ES) | -4.19% | -8.40% | -4.33% | -5.66% |
| VaR (Cornish-Fisher) | — | — | -2.18% | -15.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.99% | 2024-11-29 | 2025-01-13 | 2025-08-26 | 28 | 155 |
| -13.87% | 2024-05-21 | 2024-06-14 | 2024-07-31 | 17 | 31 |
| -12.98% | 2024-08-30 | 2024-09-11 | 2024-10-15 | 7 | 24 |
| -12.87% | 2026-02-17 | 2026-02-23 | 2026-04-17 | 4 | 38 |
| -12.31% | 2025-10-03 | 2025-11-03 | 2025-11-11 | 21 | 6 |
| -10.57% | 2025-12-22 | 2026-01-27 | 2026-02-17 | 23 | 14 |
| -8.99% | 2024-04-23 | 2024-04-26 | 2024-05-08 | 3 | 8 |
| -8.70% | 2024-10-30 | 2024-11-01 | 2024-11-06 | 2 | 3 |
| -8.02% | 2024-01-25 | 2024-02-05 | 2024-02-14 | 7 | 7 |
| -7.54% | 2026-07-06 | 2026-07-22 | ongoing | 12 | — |
Worst depth first · lengths in trading days.