$112.30
+2.51 (+2.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.74% | Sharpe | 0.98 |
| Sortino | 1.41 |
| Beta | 0.80 | Correlation | 0.40 |
| Up capture | 106.84% | Down capture | 56.65% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.43% | Ulcer Index | 9.09 |
| MTD | 6.71% | QTD | 21.71% |
| YTD | 13.19% | Window (ann., 3.0y) | 25.26% |
| Skewness | −0.38 | Excess Kurtosis | 5.02 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.04 |
| Gain/Pain | 0.19 | Hit Rate | 54.27% |
| Win/Loss | 1.00 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.44% | -4.67% | -2.67% | -3.81% |
| CVaR (ES) | -4.00% | -6.72% | -3.37% | -4.38% |
| VaR (Cornish-Fisher) | — | — | -2.67% | -6.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.43% | 2024-05-21 | 2024-09-12 | 2024-11-14 | 78 | 45 |
| -19.83% | 2026-02-09 | 2026-05-28 | 2026-08-05 | 75 | 44 |
| -18.49% | 2023-09-12 | 2023-10-23 | 2023-11-30 | 29 | 27 |
| -17.16% | 2025-02-06 | 2025-04-04 | 2025-05-05 | 40 | 20 |
| -12.81% | 2023-12-15 | 2024-02-06 | 2024-03-21 | 34 | 31 |
| -12.78% | 2024-12-12 | 2025-01-07 | 2025-01-30 | 16 | 15 |
| -8.05% | 2025-08-12 | 2025-11-20 | 2025-12-19 | 71 | 20 |
| -4.95% | 2023-08-21 | 2023-08-22 | 2023-08-29 | 1 | 5 |
| -4.43% | 2023-09-01 | 2023-09-07 | 2023-09-12 | 3 | 3 |
| -3.44% | 2026-01-05 | 2026-01-09 | 2026-01-16 | 4 | 5 |
Worst depth first · lengths in trading days.