$81.93
-0.12 (-0.15%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.30% | Sharpe | 0.82 |
| Sortino | 1.30 |
| Beta | 0.89 | Correlation | 0.39 |
| Up capture | 109.30% | Down capture | 68.93% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.16% | Ulcer Index | 11.32 |
| MTD | −3.73% | QTD | 7.14% |
| YTD | 26.79% | Window (ann., 3.0y) | 22.89% |
| Skewness | 0.55 | Excess Kurtosis | 2.29 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.25 |
| Gain/Pain | 0.15 | Hit Rate | 48.27% |
| Win/Loss | 1.23 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.75% | -4.82% | -3.14% | -4.49% |
| CVaR (ES) | -3.91% | -5.58% | -3.97% | -5.15% |
| VaR (Cornish-Fisher) | — | — | -2.73% | -4.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.16% | 2025-07-03 | 2026-03-18 | 2026-07-16 | 177 | 79 |
| -19.14% | 2024-01-30 | 2024-04-17 | 2024-07-11 | 54 | 58 |
| -19.10% | 2024-12-04 | 2025-04-04 | 2025-06-26 | 82 | 56 |
| -18.02% | 2023-08-21 | 2023-10-25 | 2023-11-14 | 46 | 14 |
| -14.84% | 2024-07-25 | 2024-08-12 | 2024-09-19 | 12 | 27 |
| -10.03% | 2024-09-19 | 2024-10-03 | 2024-10-15 | 10 | 8 |
| -9.04% | 2024-01-02 | 2024-01-17 | 2024-01-29 | 10 | 8 |
| -6.93% | 2026-07-29 | 2026-08-21 | ongoing | 17 | — |
| -6.45% | 2023-11-14 | 2023-11-30 | 2023-12-04 | 11 | 2 |
| -4.71% | 2024-11-11 | 2024-11-15 | 2024-11-25 | 4 | 6 |
Worst depth first · lengths in trading days.