$109.89
-0.20 (-0.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.14% | Sharpe | 0.55 |
| Sortino | 0.93 |
| Beta | 1.50 | Correlation | 0.53 |
| Up capture | 116.04% | Down capture | 161.49% |
Relative Value shows 1.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.72% | Ulcer Index | 16.42 |
| MTD | −4.67% | QTD | 6.02% |
| YTD | 91.77% | Window (ann., 3.0y) | 17.62% |
| Skewness | 4.75 | Excess Kurtosis | 84.36 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.10 |
| Gain/Pain | 0.13 | Hit Rate | 50.00% |
| Win/Loss | 1.13 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.76% | -7.61% | -5.59% | -7.96% |
| CVaR (ES) | -6.88% | -12.50% | -7.04% | -9.14% |
| VaR (Cornish-Fisher) | — | — | 6.49% | -34.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.72% | 2024-07-31 | 2025-04-08 | 2026-04-17 | 172 | 257 |
| -27.57% | 2026-06-12 | 2026-07-20 | 2026-07-23 | 23 | 3 |
| -26.69% | 2023-09-05 | 2023-10-25 | 2024-03-01 | 36 | 87 |
| -20.25% | 2024-03-28 | 2024-06-20 | 2024-07-31 | 57 | 28 |
| -17.41% | 2026-07-23 | 2026-08-21 | ongoing | 21 | — |
| -12.88% | 2026-05-13 | 2026-05-19 | 2026-05-26 | 4 | 4 |
| -9.17% | 2026-06-02 | 2026-06-05 | 2026-06-11 | 3 | 2 |
| -7.82% | 2026-04-22 | 2026-04-29 | 2026-05-01 | 5 | 2 |
| -5.70% | 2024-03-01 | 2024-03-15 | 2024-03-27 | 10 | 8 |
| -3.75% | 2026-05-01 | 2026-05-04 | 2026-05-07 | 1 | 3 |
Worst depth first · lengths in trading days.