$104.49
+0.91 (+0.88%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.26% | Sharpe | 0.86 |
| Sortino | 1.30 |
| Beta | 0.51 | Correlation | 0.32 |
| Up capture | 80.06% | Down capture | 5.88% |
| Max Drawdown | −21.51% | Ulcer Index | 7.95 |
| MTD | 0.05% | QTD | −0.93% |
| YTD | 13.40% | Window (ann., 3.0y) | 22.42% |
| Skewness | 0.27 | Excess Kurtosis | 5.94 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.14 |
| Gain/Pain | 0.17 | Hit Rate | 52.13% |
| Win/Loss | 1.07 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -4.45% | -2.83% | -4.04% |
| CVaR (ES) | -3.86% | -6.59% | -3.58% | -4.65% |
| VaR (Cornish-Fisher) | — | — | -2.48% | -6.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.51% | 2024-11-25 | 2025-04-04 | 2025-07-21 | 88 | 72 |
| -18.58% | 2025-12-18 | 2026-01-28 | 2026-06-11 | 26 | 91 |
| -17.54% | 2024-07-26 | 2024-08-07 | 2024-11-06 | 8 | 64 |
| -12.10% | 2025-07-21 | 2025-10-16 | 2025-12-10 | 62 | 38 |
| -10.65% | 2023-12-19 | 2024-02-07 | 2024-03-27 | 33 | 34 |
| -9.67% | 2024-05-17 | 2024-06-11 | 2024-07-16 | 16 | 23 |
| -8.12% | 2023-10-11 | 2023-11-01 | 2023-11-15 | 15 | 10 |
| -7.35% | 2026-07-16 | 2026-07-23 | ongoing | 5 | — |
| -6.12% | 2023-11-15 | 2023-11-28 | 2023-12-06 | 8 | 6 |
| -5.95% | 2024-03-28 | 2024-04-17 | 2024-04-23 | 13 | 4 |
Worst depth first · lengths in trading days.