$18.40
-0.36 (-1.92%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2026-02-12 — the price history has a 2380-day gap before it.
From 121 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.70% | Sharpe | 0.70 |
| Sortino | 1.05 |
Only 6 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −16.29% | Ulcer Index | 7.34 |
| MTD | −6.97% | QTD | 0.18% |
| YTD | 9.29% | Window return | 9.29% |
| Skewness | 0.23 | Excess Kurtosis | 1.27 |
| Omega (θ=0) | 1.13 | Tail Ratio | 0.82 |
| Gain/Pain | 0.13 | Hit Rate | 52.07% |
| Win/Loss | 1.00 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.88% | -5.25% | -3.50% | -4.99% |
| CVaR (ES) | -4.54% | -5.36% | -4.41% | -5.73% |
| VaR (Cornish-Fisher) | — | — | -3.30% | -5.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.29% | 2026-05-12 | 2026-06-25 | ongoing | 20 | — |
| -10.62% | 2026-03-10 | 2026-03-30 | 2026-05-08 | 14 | 28 |
| -2.86% | 2026-02-19 | 2026-02-25 | 2026-03-10 | 4 | 9 |
| -0.56% | 2026-02-13 | 2026-02-17 | 2026-02-18 | 1 | 1 |
Worst depth first · lengths in trading days.