$130.09
+1.22 (+0.95%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.24% | Sharpe | 0.99 |
| Sortino | 1.60 |
| Beta | 0.43 | Correlation | 0.16 |
| Up capture | 91.77% | Down capture | −106.72% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.27% | Ulcer Index | 18.61 |
| MTD | −2.77% | QTD | 2.93% |
| YTD | −3.47% | Window (ann., 3.0y) | 36.31% |
| Skewness | 0.92 | Excess Kurtosis | 7.65 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.14 |
| Gain/Pain | 0.19 | Hit Rate | 51.87% |
| Win/Loss | 1.11 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.47% | -4.56% | -3.91% | -5.60% |
| CVaR (ES) | -4.54% | -6.90% | -4.94% | -6.43% |
| VaR (Cornish-Fisher) | — | — | -2.84% | -7.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.27% | 2025-06-02 | 2026-06-03 | ongoing | 250 | — |
| -14.09% | 2024-10-04 | 2024-11-01 | 2024-11-14 | 20 | 9 |
| -12.42% | 2023-12-13 | 2023-12-29 | 2024-02-15 | 11 | 32 |
| -11.68% | 2024-03-27 | 2024-04-12 | 2024-05-07 | 11 | 17 |
| -10.41% | 2024-05-17 | 2024-06-26 | 2024-07-15 | 26 | 12 |
| -9.58% | 2023-09-19 | 2023-10-23 | 2023-11-02 | 24 | 8 |
| -9.50% | 2024-12-16 | 2025-01-10 | 2025-02-13 | 16 | 23 |
| -9.16% | 2025-04-03 | 2025-04-07 | 2025-04-09 | 2 | 2 |
| -7.42% | 2024-08-07 | 2024-08-12 | 2024-08-22 | 3 | 8 |
| -6.71% | 2024-08-30 | 2024-09-11 | 2024-10-04 | 7 | 17 |
Worst depth first · lengths in trading days.