$13.48
-0.66 (-4.67%)
USD · as of 2026-08-21 · marketstack
From 59 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 67.51% | Sharpe | 0.09 |
| Sortino | 0.16 |
Only 3 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −24.40% | Ulcer Index | 13.67 |
| MTD | 4.66% | QTD | −12.81% |
| YTD | −3.58% | Since inception | −3.58% |
| Skewness | 0.81 | Excess Kurtosis | 1.03 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.69 |
| Gain/Pain | 0.02 | Hit Rate | 40.68% |
| Win/Loss | 1.44 | Upside Potential | 0.63 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.79% | -7.87% | -6.97% | -9.87% |
| CVaR (ES) | -7.39% | -9.72% | -8.75% | -11.31% |
| VaR (Cornish-Fisher) | — | — | -5.85% | -7.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.40% | 2026-07-09 | 2026-08-11 | ongoing | 23 | — |
| -21.24% | 2026-05-13 | 2026-05-22 | 2026-06-25 | 7 | 12 |
| -6.99% | 2026-06-30 | 2026-07-06 | 2026-07-08 | 3 | 2 |
| -0.82% | 2026-06-25 | 2026-06-26 | 2026-06-29 | 1 | 1 |
Worst depth first · lengths in trading days.