$16.05
-0.45 (-2.73%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 74.27% | Sharpe | 0.77 |
| Sortino | 1.20 |
| Beta | 2.18 | Correlation | 0.37 |
| Up capture | 318.84% | Down capture | 510.30% |
| Max Drawdown | −48.03% | Ulcer Index | 27.29 |
| MTD | 27.48% | QTD | 54.62% |
| YTD | 29.96% | Window return | 32.97% |
| Skewness | 0.39 | Excess Kurtosis | 1.01 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.16 |
| Gain/Pain | 0.14 | Hit Rate | 47.93% |
| Win/Loss | 1.20 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.21% | -9.62% | -7.47% | -10.66% |
| CVaR (ES) | -8.85% | -12.19% | -9.42% | -12.24% |
| VaR (Cornish-Fisher) | — | — | -6.84% | -10.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.03% | 2025-12-03 | 2026-04-29 | ongoing | 100 | — |
| -23.00% | 2025-09-18 | 2025-11-20 | 2025-11-26 | 45 | 4 |
| -11.16% | 2025-08-25 | 2025-09-05 | 2025-09-12 | 8 | 5 |
| -7.92% | 2025-11-28 | 2025-12-01 | 2025-12-03 | 1 | 2 |
| -1.57% | 2025-09-16 | 2025-09-17 | 2025-09-18 | 1 | 1 |
| -0.95% | 2025-09-12 | 2025-09-15 | 2025-09-16 | 1 | 1 |
Worst depth first · lengths in trading days.