$22.16
-0.41 (-1.82%)
USD · as of 2026-08-14 · marketstack
From 11 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 57.68% | Sharpe | 1.22 |
| Sortino | 2.33 |
Only 1 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −10.50% | Ulcer Index | 6.69 |
| MTD | −3.65% | QTD | 2.45% |
| YTD | 2.45% | Since inception | 2.45% |
| Skewness | 0.64 | Excess Kurtosis | −0.67 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.60 |
| Gain/Pain | 0.23 | Hit Rate | 36.36% |
| Win/Loss | 2.16 | Upside Potential | 0.78 |
Not enough history for a 63-day window.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.98% | -4.65% | -5.70% | -8.17% |
| CVaR (ES) | -4.82% | -4.82% | -7.22% | -9.41% |
| VaR (Cornish-Fisher) | — | — | -5.06% | -5.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -10.50% | 2026-08-03 | 2026-08-11 | ongoing | 6 | — |
Worst depth first · lengths in trading days.