$12.42
+0.74 (+6.34%)
USD · as of 2026-08-21 · marketstack
From 163 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 84.54% | Sharpe | −0.29 |
| Sortino | −0.39 |
Only 8 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −63.46% | Ulcer Index | 37.76 |
| MTD | 19.31% | QTD | 10.11% |
| YTD | −32.86% | Since inception | −32.94% |
| Skewness | −0.89 | Excess Kurtosis | 8.22 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.19 |
| Gain/Pain | −0.05 | Hit Rate | 49.69% |
| Win/Loss | 0.96 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.48% | -15.34% | -8.86% | -12.49% |
| CVaR (ES) | -11.76% | -26.59% | -11.08% | -14.29% |
| VaR (Cornish-Fisher) | — | — | -9.24% | -24.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.46% | 2025-12-12 | 2026-05-18 | ongoing | 106 | — |
Worst depth first · lengths in trading days.