$18.97
+0.61 (+3.32%)
USD · as of 2026-08-21 · marketstack
From 51 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 89.57% | Sharpe | −1.23 |
| Sortino | −1.60 |
Only 2 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −32.96% | Ulcer Index | 15.50 |
| MTD | −14.55% | QTD | −21.02% |
| YTD | −26.39% | Since inception | −26.39% |
| Skewness | −0.51 | Excess Kurtosis | 2.12 |
| Omega (θ=0) | 0.81 | Tail Ratio | 0.91 |
| Gain/Pain | −0.19 | Hit Rate | 45.10% |
| Win/Loss | 0.99 | Upside Potential | 0.43 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.09% | -15.11% | -9.72% | -13.56% |
| CVaR (ES) | -13.13% | -20.59% | -12.08% | -15.48% |
| VaR (Cornish-Fisher) | — | — | -10.27% | -17.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.96% | 2026-06-26 | 2026-08-20 | ongoing | 38 | — |
| -6.60% | 2026-06-17 | 2026-06-22 | 2026-06-24 | 2 | 2 |
| -5.01% | 2026-06-09 | 2026-06-12 | 2026-06-17 | 3 | 3 |
| -4.52% | 2026-06-24 | 2026-06-25 | 2026-06-26 | 1 | 1 |
Worst depth first · lengths in trading days.