$22.72
-0.13 (-0.57%)
USD · as of 2026-08-14 · marketstack
From 21 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 51.98% | Sharpe | 2.43 |
| Sortino | 4.30 |
Only 1 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −12.34% | Ulcer Index | 6.27 |
| MTD | 13.83% | QTD | 9.92% |
| YTD | 9.92% | Since inception | 9.92% |
| Skewness | 0.26 | Excess Kurtosis | −0.62 |
| Omega (θ=0) | 1.47 | Tail Ratio | 1.26 |
| Gain/Pain | 0.47 | Hit Rate | 47.62% |
| Win/Loss | 1.62 | Upside Potential | 0.85 |
Not enough history for a 63-day window.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.66% | -4.78% | -4.88% | -7.12% |
| CVaR (ES) | -4.74% | -4.82% | -6.25% | -8.22% |
| VaR (Cornish-Fisher) | — | — | -4.68% | -5.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -12.34% | 2026-07-24 | 2026-07-31 | 2026-08-12 | 5 | 8 |
| -3.24% | 2026-07-16 | 2026-07-20 | 2026-07-21 | 2 | 1 |
| -1.13% | 2026-08-12 | 2026-08-14 | ongoing | 2 | — |
| -0.28% | 2026-07-22 | 2026-07-23 | 2026-07-24 | 1 | 1 |
Worst depth first · lengths in trading days.