$11.70
+0.02 (+0.17%)
USD · as of 2026-08-19 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 184.46% | Sharpe | 1.41 |
| Sortino | 3.61 |
| Beta | 1.32 | Correlation | 0.19 |
| Up capture | 331.84% | Down capture | −1208.93% |
| Max Drawdown | −49.22% | Ulcer Index | 27.99 |
| MTD | 15.84% | QTD | 20.62% |
| YTD | 172.73% | Window return | 277.42% |
| Skewness | 5.90 | Excess Kurtosis | 52.34 |
| Omega (θ=0) | 1.43 | Tail Ratio | 1.23 |
| Gain/Pain | 0.43 | Hit Rate | 48.59% |
| Win/Loss | 1.45 | Upside Potential | 0.76 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.30% | -15.24% | -18.08% | -26.00% |
| CVaR (ES) | -13.76% | -20.57% | -22.94% | -29.94% |
| VaR (Cornish-Fisher) | — | — | 21.26% | 34.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.22% | 2026-04-20 | 2026-06-08 | ongoing | 33 | — |
| -48.92% | 2025-10-17 | 2025-12-10 | 2025-12-15 | 37 | 3 |
| -40.63% | 2025-12-15 | 2026-02-09 | 2026-03-11 | 37 | 21 |
| -36.84% | 2025-09-05 | 2025-09-17 | 2025-10-17 | 8 | 22 |
| -29.73% | 2026-03-11 | 2026-03-27 | 2026-04-06 | 12 | 5 |
| -12.58% | 2025-08-18 | 2025-08-20 | 2025-08-27 | 2 | 5 |
| -8.50% | 2026-04-06 | 2026-04-07 | 2026-04-14 | 1 | 4 |
| -5.50% | 2025-08-27 | 2025-09-02 | 2025-09-05 | 3 | 3 |
Worst depth first · lengths in trading days.