$17.32
+0.63 (+3.77%)
USD · as of 2026-08-19 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 78.77% | Sharpe | 0.69 |
| Sortino | 1.08 |
| Beta | −1.02 | Correlation | −0.17 |
| Up capture | −67.77% | Down capture | −948.57% |
| Max Drawdown | −46.37% | Ulcer Index | 25.42 |
| MTD | 19.70% | QTD | −3.78% |
| YTD | 46.04% | Window return | 25.60% |
| Skewness | 0.39 | Excess Kurtosis | 2.16 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.33 |
| Gain/Pain | 0.13 | Hit Rate | 46.28% |
| Win/Loss | 1.27 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.09% | -11.60% | -7.95% | -11.33% |
| CVaR (ES) | -9.99% | -15.01% | -10.02% | -13.01% |
| VaR (Cornish-Fisher) | — | — | -7.16% | -12.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.37% | 2026-04-22 | 2026-07-31 | ongoing | 59 | — |
| -41.61% | 2025-12-11 | 2026-02-13 | 2026-03-30 | 43 | 30 |
| -31.94% | 2025-08-22 | 2025-10-13 | 2025-11-26 | 35 | 32 |
| -13.86% | 2025-11-26 | 2025-12-04 | 2025-12-11 | 5 | 5 |
| -7.27% | 2026-04-02 | 2026-04-13 | 2026-04-14 | 6 | 1 |
| -2.51% | 2026-04-15 | 2026-04-16 | 2026-04-17 | 1 | 1 |
| -1.38% | 2025-08-18 | 2025-08-19 | 2025-08-20 | 1 | 1 |
Worst depth first · lengths in trading days.