$101.56
+0.75 (+0.74%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.42% | Sharpe | 1.05 |
| Sortino | 1.58 |
| Beta | 0.63 | Correlation | 0.36 |
| Up capture | 116.16% | Down capture | 54.29% |
Relative Value shows 0.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.03% | Ulcer Index | 9.44 |
| MTD | 1.00% | QTD | 11.26% |
| YTD | 42.98% | Window (ann., 3.0y) | 28.98% |
| Skewness | 0.07 | Excess Kurtosis | 1.32 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.19 |
| Gain/Pain | 0.19 | Hit Rate | 51.20% |
| Win/Loss | 1.11 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.72% | -4.27% | -2.83% | -4.05% |
| CVaR (ES) | -3.73% | -5.48% | -3.57% | -4.65% |
| VaR (Cornish-Fisher) | — | — | -2.74% | -4.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.03% | 2023-12-27 | 2024-06-11 | 2024-11-06 | 114 | 103 |
| -20.67% | 2024-12-04 | 2025-04-11 | 2025-07-01 | 87 | 54 |
| -9.02% | 2025-09-18 | 2025-10-10 | 2025-10-24 | 16 | 10 |
| -8.62% | 2026-04-17 | 2026-06-17 | 2026-07-06 | 39 | 11 |
| -8.35% | 2025-07-10 | 2025-08-01 | 2025-08-13 | 16 | 8 |
| -7.25% | 2023-08-29 | 2023-10-04 | 2023-11-07 | 25 | 24 |
| -7.16% | 2025-12-19 | 2026-01-02 | 2026-01-15 | 8 | 9 |
| -4.77% | 2026-02-26 | 2026-03-06 | 2026-04-01 | 6 | 18 |
| -4.60% | 2025-10-24 | 2025-11-03 | 2025-11-24 | 6 | 15 |
| -4.03% | 2026-01-22 | 2026-01-28 | 2026-01-30 | 4 | 2 |
Worst depth first · lengths in trading days.