$102.26
+0.27 (+0.26%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.00% | Sharpe | 0.63 |
| Sortino | 0.90 |
| Beta | 1.28 | Correlation | 0.51 |
| Up capture | 122.71% | Down capture | 160.46% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.84% | Ulcer Index | 18.17 |
| MTD | −2.36% | QTD | 1.85% |
| YTD | 8.77% | Window (ann., 3.0y) | 16.71% |
| Skewness | −0.12 | Excess Kurtosis | 7.88 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.06 |
| Gain/Pain | 0.12 | Hit Rate | 53.87% |
| Win/Loss | 0.95 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.02% | -5.89% | -3.44% | -4.90% |
| CVaR (ES) | -4.94% | -7.97% | -4.33% | -5.62% |
| VaR (Cornish-Fisher) | — | — | -3.17% | -9.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.84% | 2024-11-25 | 2026-03-18 | ongoing | 326 | — |
| -18.30% | 2024-01-30 | 2024-06-11 | 2024-07-17 | 92 | 24 |
| -13.48% | 2024-07-26 | 2024-08-05 | 2024-08-23 | 6 | 14 |
| -12.25% | 2023-10-17 | 2023-10-27 | 2023-11-14 | 8 | 12 |
| -9.04% | 2024-08-30 | 2024-09-11 | 2024-09-19 | 7 | 6 |
| -7.57% | 2024-09-19 | 2024-10-03 | 2024-10-16 | 10 | 9 |
| -7.25% | 2023-12-14 | 2024-01-16 | 2024-01-24 | 20 | 6 |
| -6.76% | 2023-09-01 | 2023-10-03 | 2023-10-17 | 21 | 10 |
| -5.30% | 2024-10-17 | 2024-10-25 | 2024-10-30 | 6 | 3 |
| -4.20% | 2024-11-11 | 2024-11-20 | 2024-11-25 | 7 | 3 |
Worst depth first · lengths in trading days.