$50.16
-0.16 (-0.32%)
USD · as of 2026-08-21 · marketstack
From 159 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 63.46% | Sharpe | 2.21 |
| Sortino | 3.70 |
Only 8 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −30.56% | Ulcer Index | 9.21 |
| MTD | 5.98% | QTD | 32.98% |
| YTD | 93.44% | Since inception | 113.45% |
| Skewness | 0.30 | Excess Kurtosis | 0.49 |
| Omega (θ=0) | 1.44 | Tail Ratio | 1.23 |
| Gain/Pain | 0.44 | Hit Rate | 54.09% |
| Win/Loss | 1.22 | Upside Potential | 0.76 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.01% | -8.17% | -6.02% | -8.74% |
| CVaR (ES) | -7.50% | -9.27% | -7.69% | -10.10% |
| VaR (Cornish-Fisher) | — | — | -5.63% | -8.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.56% | 2025-12-22 | 2026-02-11 | 2026-03-18 | 34 | 24 |
| -11.09% | 2026-03-19 | 2026-03-27 | 2026-04-01 | 6 | 3 |
| -9.96% | 2026-08-12 | 2026-08-19 | 2026-08-20 | 5 | 1 |
| -9.11% | 2026-05-22 | 2026-06-11 | 2026-07-07 | 3 | 16 |
| -6.82% | 2026-07-17 | 2026-07-22 | 2026-07-27 | 3 | 3 |
| -6.33% | 2026-05-18 | 2026-05-19 | 2026-05-20 | 1 | 1 |
| -5.81% | 2026-04-24 | 2026-04-27 | 2026-05-07 | 1 | 8 |
| -5.66% | 2026-04-02 | 2026-04-09 | 2026-04-14 | 4 | 3 |
| -4.56% | 2026-05-11 | 2026-05-14 | 2026-05-18 | 3 | 2 |
| -3.86% | 2025-12-18 | 2025-12-19 | 2025-12-22 | 1 | 1 |
Worst depth first · lengths in trading days.