$48.94
+0.17 (+0.35%)
USD · as of 2026-08-19 · marketstack
From 225 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 65.02% | Sharpe | 2.11 |
| Sortino | 3.71 |
Only 11 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −17.06% | Ulcer Index | 7.50 |
| MTD | 22.11% | QTD | 50.79% |
| YTD | 119.86% | Since inception | 182.89% |
| Skewness | 0.64 | Excess Kurtosis | 1.00 |
| Omega (θ=0) | 1.44 | Tail Ratio | 1.39 |
| Gain/Pain | 0.44 | Hit Rate | 50.22% |
| Win/Loss | 1.40 | Upside Potential | 0.77 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.71% | -7.64% | -6.19% | -8.98% |
| CVaR (ES) | -6.87% | -8.03% | -7.90% | -10.37% |
| VaR (Cornish-Fisher) | — | — | -5.33% | -7.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.06% | 2026-05-05 | 2026-05-19 | 2026-07-02 | 10 | 20 |
| -15.57% | 2025-12-22 | 2026-01-12 | 2026-01-22 | 13 | 7 |
| -15.55% | 2025-09-11 | 2025-11-10 | 2025-11-28 | 42 | 13 |
| -15.33% | 2025-12-08 | 2025-12-17 | 2025-12-22 | 7 | 3 |
| -12.13% | 2026-03-16 | 2026-03-30 | 2026-04-06 | 10 | 4 |
| -11.46% | 2026-01-23 | 2026-01-29 | 2026-02-09 | 4 | 7 |
| -10.79% | 2026-07-07 | 2026-07-16 | 2026-07-22 | 7 | 4 |
| -9.65% | 2026-04-06 | 2026-04-10 | 2026-04-15 | 4 | 3 |
| -8.12% | 2026-08-06 | 2026-08-13 | 2026-08-18 | 5 | 3 |
| -6.32% | 2026-02-25 | 2026-03-05 | 2026-03-13 | 6 | 6 |
Worst depth first · lengths in trading days.