$4.57
+0.04 (+0.88%)
USD · as of 2026-08-21 · marketstack
From 62 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 71.03% | Sharpe | −1.62 |
| Sortino | −2.12 |
Only 3 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −41.39% | Ulcer Index | 29.44 |
| MTD | 14.11% | QTD | −14.58% |
| YTD | −29.28% | Since inception | −29.28% |
| Skewness | −0.16 | Excess Kurtosis | 0.20 |
| Omega (θ=0) | 0.77 | Tail Ratio | 0.99 |
| Gain/Pain | −0.23 | Hit Rate | 43.55% |
| Win/Loss | 0.97 | Upside Potential | 0.46 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.61% | -11.17% | -7.82% | -10.87% |
| CVaR (ES) | -9.58% | -13.66% | -9.69% | -12.38% |
| VaR (Cornish-Fisher) | — | — | -8.00% | -11.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.39% | 2026-05-08 | 2026-07-29 | ongoing | 45 | — |
Worst depth first · lengths in trading days.