$4.07
+0.38 (+10.30%)
USD · as of 2026-08-19 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 72.61% | Sharpe | 2.17 |
| Sortino | 3.82 |
| Beta | −0.38 | Correlation | −0.05 |
| Up capture | 272.95% | Down capture | −1258.01% |
| Max Drawdown | −49.22% | Ulcer Index | 18.72 |
| MTD | 9.70% | QTD | −0.97% |
| YTD | 102.49% | Window return | 253.91% |
| Skewness | 0.66 | Excess Kurtosis | 1.00 |
| Omega (θ=0) | 1.44 | Tail Ratio | 1.32 |
| Gain/Pain | 0.44 | Hit Rate | 51.65% |
| Win/Loss | 1.23 | Upside Potential | 0.79 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.60% | -7.73% | -6.90% | -10.02% |
| CVaR (ES) | -7.56% | -8.88% | -8.81% | -11.57% |
| VaR (Cornish-Fisher) | — | — | -5.91% | -8.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.22% | 2026-04-17 | 2026-07-23 | ongoing | 56 | — |
| -24.35% | 2025-10-31 | 2025-11-17 | 2025-12-09 | 11 | 15 |
| -22.80% | 2025-12-10 | 2026-01-09 | 2026-01-22 | 20 | 8 |
| -19.08% | 2026-01-27 | 2026-02-04 | 2026-02-06 | 6 | 2 |
| -16.18% | 2026-03-16 | 2026-03-27 | 2026-04-09 | 9 | 8 |
| -12.85% | 2026-02-17 | 2026-02-20 | 2026-02-27 | 3 | 5 |
| -9.34% | 2025-09-26 | 2025-09-30 | 2025-10-03 | 2 | 3 |
| -8.78% | 2025-10-08 | 2025-10-17 | 2025-10-31 | 7 | 10 |
| -5.73% | 2026-02-10 | 2026-02-11 | 2026-02-13 | 1 | 2 |
| -5.00% | 2025-09-08 | 2025-09-10 | 2025-09-11 | 2 | 1 |
Worst depth first · lengths in trading days.