$137.32
+0.92 (+0.67%)
USD · as of 2026-08-21 · marketstack
From 51 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 50.49% | Sharpe | −2.84 |
| Sortino | −3.85 |
Only 2 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −27.62% | Ulcer Index | 20.41 |
| MTD | −2.28% | QTD | −9.06% |
| YTD | −27.14% | Since inception | −27.14% |
| Skewness | 0.73 | Excess Kurtosis | 0.62 |
| Omega (θ=0) | 0.63 | Tail Ratio | 1.16 |
| Gain/Pain | −0.37 | Hit Rate | 37.25% |
| Win/Loss | 1.07 | Upside Potential | 0.42 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.80% | -6.08% | -5.80% | -7.97% |
| CVaR (ES) | -5.68% | -6.96% | -7.13% | -9.05% |
| VaR (Cornish-Fisher) | — | — | -5.07% | -6.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.62% | 2026-06-09 | 2026-08-20 | ongoing | 50 | — |
Worst depth first · lengths in trading days.