$101.09
+0.31 (+0.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.46% | Sharpe | 1.01 |
| Sortino | 1.57 |
| Beta | 0.98 | Correlation | 0.35 |
| Up capture | 132.86% | Down capture | 60.01% |
Relative Value shows 1.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.63% | Ulcer Index | 15.45 |
| MTD | −5.50% | QTD | 1.77% |
| YTD | 0.68% | Window (ann., 3.0y) | 35.74% |
| Skewness | 0.44 | Excess Kurtosis | 3.10 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.17 |
| Gain/Pain | 0.19 | Hit Rate | 50.13% |
| Win/Loss | 1.18 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.39% | -5.85% | -3.73% | -5.34% |
| CVaR (ES) | -4.92% | -7.16% | -4.72% | -6.14% |
| VaR (Cornish-Fisher) | — | — | -3.28% | -6.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.63% | 2025-08-26 | 2026-05-19 | ongoing | 183 | — |
| -34.33% | 2025-01-31 | 2025-04-08 | 2025-08-25 | 46 | 95 |
| -22.30% | 2024-07-16 | 2024-08-05 | 2024-10-10 | 14 | 47 |
| -17.43% | 2023-08-31 | 2023-10-20 | 2023-11-14 | 35 | 17 |
| -13.65% | 2024-11-26 | 2024-12-18 | 2025-01-22 | 15 | 21 |
| -7.66% | 2023-12-28 | 2024-01-17 | 2024-01-26 | 12 | 7 |
| -7.12% | 2024-05-10 | 2024-05-28 | 2024-06-03 | 11 | 4 |
| -5.98% | 2024-06-05 | 2024-06-11 | 2024-06-18 | 4 | 5 |
| -5.73% | 2024-04-08 | 2024-04-16 | 2024-04-22 | 6 | 4 |
| -4.56% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
Worst depth first · lengths in trading days.