$110.75
+0.21 (+0.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.98% | Sharpe | 0.80 |
| Sortino | 1.13 |
| Beta | 1.03 | Correlation | 0.67 |
| Up capture | 106.72% | Down capture | 146.49% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.42% | Ulcer Index | 7.74 |
| MTD | −2.59% | QTD | 2.76% |
| YTD | 27.69% | Window (ann., 3.0y) | 17.58% |
| Skewness | −0.24 | Excess Kurtosis | 6.63 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.02 |
| Gain/Pain | 0.15 | Hit Rate | 52.67% |
| Win/Loss | 1.02 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.27% | -4.03% | -2.41% | -3.44% |
| CVaR (ES) | -3.53% | -6.03% | -3.04% | -3.95% |
| VaR (Cornish-Fisher) | — | — | -2.31% | -6.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.42% | 2024-10-17 | 2025-04-08 | 2025-12-05 | 117 | 167 |
| -16.60% | 2024-07-17 | 2024-08-05 | 2024-10-04 | 13 | 43 |
| -14.00% | 2023-09-01 | 2023-10-25 | 2023-12-13 | 37 | 34 |
| -11.96% | 2026-02-26 | 2026-03-20 | 2026-04-22 | 16 | 22 |
| -10.40% | 2024-03-28 | 2024-06-14 | 2024-07-15 | 54 | 19 |
| -7.14% | 2026-02-06 | 2026-02-13 | 2026-02-26 | 5 | 8 |
| -6.16% | 2026-06-23 | 2026-06-25 | 2026-07-06 | 2 | 6 |
| -5.82% | 2026-07-17 | 2026-07-23 | 2026-07-28 | 4 | 3 |
| -4.48% | 2024-01-05 | 2024-01-17 | 2024-02-15 | 7 | 21 |
| -4.22% | 2026-08-06 | 2026-08-20 | ongoing | 10 | — |
Worst depth first · lengths in trading days.