$105.94
+0.60 (+0.57%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.27% | Sharpe | −0.07 |
| Sortino | −0.10 |
| Beta | 1.20 | Correlation | 0.51 |
| Up capture | 46.34% | Down capture | 187.25% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.54% | Ulcer Index | 29.17 |
| MTD | 1.34% | QTD | 6.78% |
| YTD | 12.19% | Window (ann., 3.0y) | −8.20% |
| Skewness | 0.05 | Excess Kurtosis | 2.52 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.14 |
| Gain/Pain | −0.01 | Hit Rate | 46.40% |
| Win/Loss | 1.14 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.33% | -5.54% | -3.66% | -5.18% |
| CVaR (ES) | -4.83% | -7.71% | -4.59% | -5.93% |
| VaR (Cornish-Fisher) | — | — | -3.52% | -6.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.54% | 2023-09-01 | 2025-04-10 | ongoing | 402 | — |
| -2.47% | 2023-08-23 | 2023-08-24 | 2023-08-31 | 1 | 5 |
| -0.32% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.