$33.18
-0.18 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 126 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 85.65% | Sharpe | 0.73 |
| Sortino | 1.13 |
Only 6 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −53.87% | Ulcer Index | 22.15 |
| MTD | −0.27% | QTD | −40.60% |
| YTD | 14.41% | Since inception | 14.41% |
| Skewness | 0.43 | Excess Kurtosis | 0.95 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.06 |
| Gain/Pain | 0.13 | Hit Rate | 50.79% |
| Win/Loss | 1.10 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.51% | -10.46% | -8.62% | -12.30% |
| CVaR (ES) | -9.84% | -10.59% | -10.88% | -14.13% |
| VaR (Cornish-Fisher) | — | — | -7.84% | -11.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.87% | 2026-06-18 | 2026-07-29 | ongoing | 27 | — |
| -22.31% | 2026-03-17 | 2026-03-30 | 2026-04-27 | 9 | 19 |
| -15.14% | 2026-05-14 | 2026-05-19 | 2026-06-09 | 3 | 4 |
| -13.95% | 2026-03-02 | 2026-03-13 | 2026-03-17 | 9 | 2 |
| -8.32% | 2026-02-06 | 2026-02-10 | 2026-02-19 | 2 | 6 |
| -7.01% | 2026-05-06 | 2026-05-07 | 2026-05-11 | 1 | 2 |
| -6.91% | 2026-06-09 | 2026-06-10 | 2026-06-11 | 1 | 1 |
| -2.29% | 2026-04-27 | 2026-04-29 | 2026-04-30 | 2 | 1 |
| -1.88% | 2026-06-15 | 2026-06-16 | 2026-06-17 | 1 | 1 |
| -0.64% | 2026-02-23 | 2026-02-24 | 2026-02-25 | 1 | 1 |
Worst depth first · lengths in trading days.