$31.75
+2.96 (+10.28%)
USD · as of 2026-08-14 · marketstack
From 10 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 97.79% | Sharpe | 6.68 |
| Sortino | 11.38 |
Only 1 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −10.99% | Ulcer Index | 3.72 |
| MTD | 27.00% | QTD | 27.00% |
| YTD | 27.00% | Since inception | 27.00% |
| Skewness | −0.99 | Excess Kurtosis | 0.43 |
| Omega (θ=0) | 2.83 | Tail Ratio | 1.24 |
| Gain/Pain | 1.83 | Hit Rate | 70.00% |
| Win/Loss | 0.81 | Upside Potential | 1.11 |
Not enough history for a 63-day window.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.46% | -10.28% | -7.54% | -11.74% |
| CVaR (ES) | -10.99% | -10.99% | -10.11% | -13.83% |
| VaR (Cornish-Fisher) | — | — | -9.11% | -14.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -10.99% | 2026-08-10 | 2026-08-11 | 2026-08-13 | 1 | 2 |
| -3.16% | 2026-08-06 | 2026-08-07 | 2026-08-10 | 1 | 1 |
Worst depth first · lengths in trading days.