$27.10
+0.55 (+2.07%)
USD · as of 2026-08-21 · marketstack
From 251 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 50.77% | Sharpe | −0.39 |
| Sortino | −0.58 |
| Beta | −1.55 | Correlation | −0.39 |
| Up capture | −249.04% | Down capture | −662.42% |
| Max Drawdown | −40.82% | Ulcer Index | 25.51 |
| MTD | −2.34% | QTD | −17.88% |
| YTD | 16.27% | Window return | −27.68% |
| Skewness | 1.06 | Excess Kurtosis | 12.70 |
| Omega (θ=0) | 0.92 | Tail Ratio | 0.87 |
| Gain/Pain | −0.08 | Hit Rate | 35.86% |
| Win/Loss | 1.11 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.65% | -10.84% | -5.34% | -7.52% |
| CVaR (ES) | -7.66% | -12.23% | -6.68% | -8.60% |
| VaR (Cornish-Fisher) | — | — | -3.48% | -13.15% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.82% | 2025-09-17 | 2026-01-06 | ongoing | 76 | — |
| -1.58% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
| -1.34% | 2025-09-05 | 2025-09-08 | 2025-09-11 | 1 | 3 |
| -0.39% | 2025-09-02 | 2025-09-03 | 2025-09-04 | 1 | 1 |
| -0.03% | 2025-08-26 | 2025-08-27 | 2025-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.