$10.15
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 252 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 110.36% | Sharpe | 2.02 |
| Sortino | 3.42 |
| Beta | 4.57 | Correlation | 0.54 |
| Up capture | 897.93% | Down capture | 402.58% |
| Max Drawdown | −40.32% | Ulcer Index | 16.48 |
| MTD | 0.00% | QTD | 10.33% |
| YTD | 101.39% | Window return | 407.50% |
| Skewness | 0.50 | Excess Kurtosis | 2.49 |
| Omega (θ=0) | 1.46 | Tail Ratio | 1.41 |
| Gain/Pain | 0.46 | Hit Rate | 45.24% |
| Win/Loss | 1.36 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.08% | -15.37% | -10.55% | -15.29% |
| CVaR (ES) | -13.42% | -20.78% | -13.46% | -17.65% |
| VaR (Cornish-Fisher) | — | — | -9.19% | -16.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.32% | 2025-11-18 | 2025-11-21 | 2025-12-02 | 3 | 6 |
| -39.15% | 2026-06-01 | 2026-07-02 | ongoing | 22 | — |
| -29.26% | 2026-01-22 | 2026-03-26 | 2026-04-27 | 44 | 21 |
| -26.72% | 2026-05-05 | 2026-05-19 | 2026-05-28 | 10 | 6 |
| -22.80% | 2025-12-11 | 2026-01-08 | 2026-01-16 | 18 | 6 |
| -14.34% | 2025-09-26 | 2025-10-20 | 2025-10-21 | 16 | 1 |
| -14.04% | 2025-10-21 | 2025-10-31 | 2025-11-05 | 8 | 3 |
| -8.44% | 2025-08-21 | 2025-08-26 | 2025-08-27 | 3 | 1 |
| -8.06% | 2025-09-15 | 2025-09-16 | 2025-09-19 | 1 | 3 |
| -6.81% | 2026-04-27 | 2026-04-28 | 2026-04-29 | 1 | 1 |
Worst depth first · lengths in trading days.