$135.66
+1.52 (+1.13%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.29% | Sharpe | −0.59 |
| Sortino | −0.77 |
| Beta | 0.24 | Correlation | 0.13 |
| Up capture | −18.31% | Down capture | 119.16% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.28% | Ulcer Index | 30.50 |
| MTD | 4.17% | QTD | −2.47% |
| YTD | −0.37% | Window (ann., 3.0y) | −17.83% |
| Skewness | −1.23 | Excess Kurtosis | 14.48 |
| Omega (θ=0) | 0.90 | Tail Ratio | 0.96 |
| Gain/Pain | −0.10 | Hit Rate | 48.87% |
| Win/Loss | 0.94 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.60% | -4.43% | -2.89% | -4.06% |
| CVaR (ES) | -4.06% | -7.07% | -3.61% | -4.65% |
| VaR (Cornish-Fisher) | — | — | -2.94% | -10.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.28% | 2024-03-27 | 2025-11-07 | ongoing | 406 | — |
| -13.11% | 2023-09-14 | 2023-10-12 | 2024-03-11 | 20 | 102 |
| -1.74% | 2023-08-23 | 2023-09-05 | 2023-09-14 | 8 | 7 |
| -1.09% | 2024-03-13 | 2024-03-14 | 2024-03-15 | 1 | 1 |
| -0.64% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.48% | 2024-03-15 | 2024-03-18 | 2024-03-19 | 1 | 1 |
| -0.43% | 2024-03-25 | 2024-03-26 | 2024-03-27 | 1 | 1 |
| -0.41% | 2024-03-21 | 2024-03-22 | 2024-03-25 | 1 | 1 |
| -0.09% | 2024-03-19 | 2024-03-20 | 2024-03-21 | 1 | 1 |
| -0.05% | 2024-03-11 | 2024-03-12 | 2024-03-13 | 1 | 1 |
Worst depth first · lengths in trading days.