$21.45
-0.16 (-0.74%)
USD · as of 2026-08-21 · marketstack
From 69 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 75.79% | Sharpe | −1.84 |
| Sortino | −2.37 |
Only 3 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −49.68% | Ulcer Index | 32.85 |
| MTD | 1.18% | QTD | 6.08% |
| YTD | −36.91% | Since inception | −36.91% |
| Skewness | −0.01 | Excess Kurtosis | −0.88 |
| Omega (θ=0) | 0.76 | Tail Ratio | 0.94 |
| Gain/Pain | −0.24 | Hit Rate | 44.93% |
| Win/Loss | 0.90 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.32% | -9.97% | -8.41% | -11.66% |
| CVaR (ES) | -9.04% | -10.47% | -10.40% | -13.28% |
| VaR (Cornish-Fisher) | — | — | -8.51% | -10.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.68% | 2026-05-12 | 2026-07-20 | ongoing | 42 | — |
| -2.38% | 2026-05-07 | 2026-05-11 | 2026-05-12 | 2 | 1 |
Worst depth first · lengths in trading days.