$17.39
-0.05 (-0.29%)
USD · as of 2026-08-18 · marketstack
From 248 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 97.83% | Sharpe | 2.66 |
| Sortino | 5.14 |
| Beta | 0.39 | Correlation | 0.04 |
| Up capture | 755.46% | Down capture | −1094.02% |
| Max Drawdown | −33.87% | Ulcer Index | 13.26 |
| MTD | 46.13% | QTD | 33.36% |
| YTD | 334.75% | Window return | 724.17% |
| Skewness | 1.15 | Excess Kurtosis | 3.17 |
| Omega (θ=0) | 1.60 | Tail Ratio | 1.46 |
| Gain/Pain | 0.60 | Hit Rate | 54.03% |
| Win/Loss | 1.28 | Upside Potential | 0.86 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.73% | -9.65% | -9.10% | -13.30% |
| CVaR (ES) | -9.35% | -11.51% | -11.68% | -15.39% |
| VaR (Cornish-Fisher) | — | — | -6.53% | -9.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.87% | 2025-08-25 | 2025-12-02 | 2025-12-12 | 69 | 8 |
| -28.19% | 2025-12-26 | 2026-01-05 | 2026-01-09 | 5 | 4 |
| -25.05% | 2026-01-09 | 2026-01-15 | 2026-01-27 | 4 | 7 |
| -21.03% | 2026-05-06 | 2026-05-19 | 2026-06-23 | 9 | 21 |
| -17.32% | 2026-03-05 | 2026-03-20 | 2026-04-09 | 11 | 12 |
| -15.64% | 2026-07-10 | 2026-08-03 | 2026-08-12 | 16 | 7 |
| -13.37% | 2026-01-28 | 2026-01-30 | 2026-02-06 | 2 | 5 |
| -8.67% | 2026-02-09 | 2026-02-12 | 2026-02-23 | 3 | 6 |
| -8.01% | 2025-12-16 | 2025-12-17 | 2025-12-22 | 1 | 3 |
| -7.58% | 2026-04-27 | 2026-04-29 | 2026-05-04 | 2 | 3 |
Worst depth first · lengths in trading days.