$3.57
-0.18 (-4.83%)
USD · as of 2026-08-21 · marketstack
From 171 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 134.87% | Sharpe | 1.04 |
| Sortino | 1.83 |
Only 8 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −60.89% | Ulcer Index | 41.78 |
| MTD | 23.07% | QTD | −23.90% |
| YTD | −23.41% | Since inception | 43.91% |
| Skewness | 0.85 | Excess Kurtosis | 0.73 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.67 |
| Gain/Pain | 0.19 | Hit Rate | 43.86% |
| Win/Loss | 1.47 | Upside Potential | 0.73 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.33% | -14.16% | -13.42% | -19.21% |
| CVaR (ES) | -12.99% | -16.28% | -16.97% | -22.09% |
| VaR (Cornish-Fisher) | — | — | -11.11% | -13.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.89% | 2026-01-02 | 2026-03-30 | 2026-06-09 | 59 | 39 |
| -59.18% | 2026-06-09 | 2026-07-29 | ongoing | 34 | — |
| -35.94% | 2025-12-11 | 2025-12-18 | 2025-12-29 | 5 | 6 |
| -8.47% | 2025-12-01 | 2025-12-02 | 2025-12-04 | 1 | 2 |
| -6.64% | 2025-12-04 | 2025-12-08 | 2025-12-10 | 2 | 2 |
Worst depth first · lengths in trading days.