$20.34
+0.51 (+2.57%)
USD · as of 2026-08-14 · marketstack
From 31 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 55.95% | Sharpe | −0.33 |
| Sortino | −0.48 |
Only 1 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −14.65% | Ulcer Index | 7.98 |
| MTD | −0.20% | QTD | −4.01% |
| YTD | −4.01% | Since inception | −4.01% |
| Skewness | 0.42 | Excess Kurtosis | 0.81 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.85 |
| Gain/Pain | −0.05 | Hit Rate | 51.61% |
| Win/Loss | 0.89 | Upside Potential | 0.54 |
Not enough history for a 63-day window.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.76% | -6.56% | -5.87% | -8.27% |
| CVaR (ES) | -6.56% | -6.56% | -7.34% | -9.47% |
| VaR (Cornish-Fisher) | — | — | -5.38% | -7.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.65% | 2026-07-09 | 2026-08-10 | ongoing | 22 | — |
| -9.11% | 2026-07-01 | 2026-07-06 | 2026-07-07 | 2 | 1 |
Worst depth first · lengths in trading days.