$34.24
-0.40 (-1.15%)
USD · as of 2026-08-21 · marketstack
From 77 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 87.16% | Sharpe | 2.07 |
| Sortino | 4.21 |
Only 4 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −24.84% | Ulcer Index | 12.03 |
| MTD | 35.02% | QTD | 26.39% |
| YTD | 55.64% | Since inception | 55.64% |
| Skewness | 2.13 | Excess Kurtosis | 9.98 |
| Omega (θ=0) | 1.50 | Tail Ratio | 1.22 |
| Gain/Pain | 0.50 | Hit Rate | 48.05% |
| Win/Loss | 1.54 | Upside Potential | 0.80 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.56% | -8.97% | -8.32% | -12.06% |
| CVaR (ES) | -8.50% | -9.43% | -10.61% | -13.92% |
| VaR (Cornish-Fisher) | — | — | -3.42% | -6.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.84% | 2026-04-27 | 2026-05-22 | 2026-06-25 | 19 | 12 |
| -15.83% | 2026-07-10 | 2026-07-20 | 2026-08-07 | 6 | 14 |
| -12.14% | 2026-08-11 | 2026-08-17 | ongoing | 4 | — |
| -9.15% | 2026-06-29 | 2026-07-07 | 2026-07-10 | 5 | 3 |
| -1.65% | 2026-08-07 | 2026-08-10 | 2026-08-11 | 1 | 1 |
| -0.74% | 2026-06-25 | 2026-06-26 | 2026-06-29 | 1 | 1 |
Worst depth first · lengths in trading days.