$98.61
+1.36 (+1.40%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.31% | Sharpe | 0.60 |
| Sortino | 0.91 |
| Beta | 0.58 | Correlation | 0.27 |
| Up capture | 55.41% | Down capture | 3.72% |
Relative Value shows 0.28 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.60% | Ulcer Index | 10.73 |
| MTD | 0.51% | QTD | −2.94% |
| YTD | 6.44% | Window (ann., 3.0y) | 13.29% |
| Skewness | 0.76 | Excess Kurtosis | 9.39 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.04 |
| Gain/Pain | 0.12 | Hit Rate | 49.07% |
| Win/Loss | 1.12 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.56% | -4.20% | -2.77% | -3.94% |
| CVaR (ES) | -3.69% | -5.71% | -3.48% | -4.52% |
| VaR (Cornish-Fisher) | — | — | -2.05% | -6.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.60% | 2025-07-14 | 2025-12-08 | ongoing | 103 | — |
| -17.95% | 2023-12-26 | 2024-04-25 | 2024-08-23 | 83 | 83 |
| -17.47% | 2024-11-11 | 2025-01-10 | 2025-02-13 | 40 | 23 |
| -15.29% | 2023-09-15 | 2023-10-24 | 2023-12-13 | 27 | 35 |
| -13.57% | 2025-02-26 | 2025-04-04 | 2025-05-19 | 27 | 30 |
| -7.59% | 2025-06-10 | 2025-06-26 | 2025-07-10 | 11 | 9 |
| -5.51% | 2024-10-17 | 2024-10-25 | 2024-11-06 | 6 | 8 |
| -5.10% | 2023-08-29 | 2023-09-06 | 2023-09-15 | 5 | 7 |
| -4.69% | 2025-05-19 | 2025-05-23 | 2025-05-30 | 4 | 4 |
| -4.53% | 2024-09-19 | 2024-09-20 | 2024-09-27 | 1 | 5 |
Worst depth first · lengths in trading days.