$103.59
+0.05 (+0.05%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.27% | Sharpe | 0.71 |
| Sortino | 1.59 |
| Beta | −0.07 | Correlation | −0.03 |
| Up capture | 74.20% | Down capture | 1.51% |
Relative Value shows 0.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −20.08% | Ulcer Index | 8.99 |
| MTD | 0.19% | QTD | 38.38% |
| YTD | 36.34% | Window (ann., 3.0y) | 19.81% |
| Skewness | 11.42 | Excess Kurtosis | 228.47 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.07 |
| Gain/Pain | 0.19 | Hit Rate | 49.87% |
| Win/Loss | 1.18 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.07% | -3.21% | -3.25% | -4.64% |
| CVaR (ES) | -2.78% | -3.94% | -4.10% | -5.33% |
| VaR (Cornish-Fisher) | — | — | 17.70% | 3.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.08% | 2024-11-06 | 2025-10-29 | 2026-07-24 | 244 | 180 |
| -12.55% | 2024-02-16 | 2024-06-26 | 2024-07-17 | 89 | 14 |
| -11.12% | 2024-08-29 | 2024-11-01 | 2024-11-06 | 45 | 3 |
| -10.11% | 2024-07-30 | 2024-08-06 | 2024-08-28 | 5 | 16 |
| -7.74% | 2023-12-05 | 2024-01-10 | 2024-01-22 | 24 | 7 |
| -5.38% | 2023-08-28 | 2023-09-08 | 2023-09-21 | 8 | 9 |
| -4.51% | 2024-01-30 | 2024-02-07 | 2024-02-12 | 6 | 3 |
| -3.84% | 2024-07-18 | 2024-07-19 | 2024-07-26 | 1 | 5 |
| -3.03% | 2023-09-21 | 2023-10-02 | 2023-10-09 | 7 | 5 |
| -3.03% | 2023-11-02 | 2023-11-20 | 2023-12-01 | 12 | 8 |
Worst depth first · lengths in trading days.