$7.83
-0.34 (-4.16%)
USD · as of 2026-08-19 · marketstack
From 141 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 101.03% | Sharpe | 0.81 |
| Sortino | 1.25 |
Only 7 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −40.33% | Ulcer Index | 23.59 |
| MTD | 10.91% | QTD | −14.80% |
| YTD | 19.54% | Since inception | 19.54% |
| Skewness | 0.82 | Excess Kurtosis | 5.50 |
| Omega (θ=0) | 1.16 | Tail Ratio | 0.90 |
| Gain/Pain | 0.16 | Hit Rate | 55.32% |
| Win/Loss | 0.91 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.51% | -16.17% | -10.15% | -14.48% |
| CVaR (ES) | -12.86% | -18.04% | -12.80% | -16.64% |
| VaR (Cornish-Fisher) | — | — | -7.87% | -17.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.33% | 2026-04-07 | 2026-07-28 | ongoing | 67 | — |
| -34.04% | 2026-01-14 | 2026-02-13 | 2026-03-11 | 21 | 17 |
| -20.62% | 2026-03-17 | 2026-03-27 | 2026-04-02 | 8 | 4 |
| -3.17% | 2026-04-02 | 2026-04-06 | 2026-04-07 | 1 | 1 |
| -0.15% | 2026-01-12 | 2026-01-13 | 2026-01-14 | 1 | 1 |
Worst depth first · lengths in trading days.