$102.01
-0.57 (-0.56%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.19% | Sharpe | −0.25 |
| Sortino | −0.32 |
| Beta | 0.95 | Correlation | 0.48 |
| Up capture | 23.25% | Down capture | 159.34% |
Relative Value shows 1.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.51% | Ulcer Index | 27.24 |
| MTD | −2.12% | QTD | −5.11% |
| YTD | 6.04% | Window (ann., 3.0y) | −10.90% |
| Skewness | −1.66 | Excess Kurtosis | 11.68 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.96 |
| Gain/Pain | −0.05 | Hit Rate | 50.40% |
| Win/Loss | 0.93 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.52% | -6.26% | -3.05% | -4.31% |
| CVaR (ES) | -4.81% | -9.91% | -3.82% | -4.93% |
| VaR (Cornish-Fisher) | — | — | -3.39% | -9.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.51% | 2023-08-30 | 2025-09-25 | ongoing | 519 | — |
| -1.11% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.97% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.