$164.73
-1.16 (-0.70%)
USD · as of 2026-08-21 · marketstack
From 38 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 82.43% | Sharpe | −1.89 |
| Sortino | −2.20 |
Only 2 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −36.69% | Ulcer Index | 21.66 |
| MTD | −20.32% | QTD | −25.49% |
| YTD | −25.19% | Since inception | −25.19% |
| Skewness | −1.95 | Excess Kurtosis | 7.61 |
| Omega (θ=0) | 0.69 | Tail Ratio | 1.07 |
| Gain/Pain | −0.31 | Hit Rate | 47.37% |
| Win/Loss | 0.77 | Upside Potential | 0.32 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.81% | -16.79% | -9.16% | -12.70% |
| CVaR (ES) | -14.55% | -23.16% | -11.33% | -14.46% |
| VaR (Cornish-Fisher) | — | — | -10.86% | -21.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.69% | 2026-07-02 | 2026-08-06 | ongoing | 24 | — |
Worst depth first · lengths in trading days.