$113.63
+1.19 (+1.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.43% | Sharpe | −0.04 |
| Sortino | −0.06 |
| Beta | 0.89 | Correlation | 0.52 |
| Up capture | 34.00% | Down capture | 134.35% |
Relative Value shows 1.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.41% | Ulcer Index | 19.33 |
| MTD | 2.81% | QTD | −6.32% |
| YTD | 12.27% | Window (ann., 3.0y) | −4.39% |
| Skewness | 0.45 | Excess Kurtosis | 5.81 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.88 |
| Gain/Pain | −0.01 | Hit Rate | 52.13% |
| Win/Loss | 0.90 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.76% | -4.95% | -2.74% | -3.88% |
| CVaR (ES) | -3.79% | -5.54% | -3.44% | -4.44% |
| VaR (Cornish-Fisher) | — | — | -2.33% | -5.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.41% | 2023-12-28 | 2025-04-08 | ongoing | 319 | — |
| -15.01% | 2023-08-30 | 2023-10-27 | 2023-11-30 | 41 | 23 |
| -2.13% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -0.97% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
| -0.69% | 2023-12-07 | 2023-12-08 | 2023-12-11 | 1 | 1 |
| -0.68% | 2023-12-01 | 2023-12-05 | 2023-12-07 | 2 | 2 |
| -0.32% | 2023-12-11 | 2023-12-12 | 2023-12-13 | 1 | 1 |
| -0.32% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
Worst depth first · lengths in trading days.