$44.91
-0.49 (-1.08%)
USD · as of 2026-08-21 · marketstack
From 140 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 89.82% | Sharpe | 2.54 |
| Sortino | 6.57 |
Only 7 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −16.02% | Ulcer Index | 6.75 |
| MTD | 3.19% | QTD | −4.53% |
| YTD | 192.00% | Since inception | 192.00% |
| Skewness | 4.77 | Excess Kurtosis | 38.34 |
| Omega (θ=0) | 1.76 | Tail Ratio | 1.48 |
| Gain/Pain | 0.76 | Hit Rate | 55.00% |
| Win/Loss | 1.42 | Upside Potential | 0.95 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.96% | -7.55% | -8.40% | -12.26% |
| CVaR (ES) | -6.89% | -8.56% | -10.77% | -14.18% |
| VaR (Cornish-Fisher) | — | — | 6.06% | 5.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.02% | 2026-04-21 | 2026-05-19 | 2026-06-11 | 20 | 6 |
| -15.56% | 2026-07-09 | 2026-08-11 | ongoing | 23 | — |
| -13.60% | 2026-02-02 | 2026-02-13 | 2026-03-09 | 9 | 15 |
| -8.14% | 2026-03-10 | 2026-03-30 | 2026-04-01 | 14 | 2 |
| -7.74% | 2026-06-30 | 2026-07-01 | 2026-07-09 | 1 | 5 |
| -5.11% | 2026-01-23 | 2026-01-26 | 2026-01-27 | 1 | 1 |
| -3.96% | 2026-06-12 | 2026-06-15 | 2026-06-22 | 1 | 4 |
| -3.66% | 2026-01-27 | 2026-01-28 | 2026-02-02 | 1 | 3 |
| -2.15% | 2026-01-15 | 2026-01-16 | 2026-01-20 | 1 | 1 |
| -1.44% | 2026-04-13 | 2026-04-14 | 2026-04-16 | 1 | 2 |
Worst depth first · lengths in trading days.