$45.57
+2.49 (+5.78%)
USD · as of 2026-08-14 · marketstack
From 28 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 65.03% | Sharpe | 3.35 |
| Sortino | 6.96 |
Only 1 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −10.51% | Ulcer Index | 4.04 |
| MTD | −4.96% | QTD | 24.51% |
| YTD | 24.51% | Since inception | 24.51% |
| Skewness | 0.82 | Excess Kurtosis | 0.99 |
| Omega (θ=0) | 1.82 | Tail Ratio | 1.43 |
| Gain/Pain | 0.82 | Hit Rate | 50.00% |
| Win/Loss | 1.69 | Upside Potential | 0.98 |
Not enough history for a 63-day window.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.72% | -6.16% | -5.87% | -8.67% |
| CVaR (ES) | -6.05% | -6.29% | -7.59% | -10.05% |
| VaR (Cornish-Fisher) | — | — | -4.78% | -6.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -10.51% | 2026-07-30 | 2026-08-13 | ongoing | 10 | — |
| -6.29% | 2026-07-16 | 2026-07-17 | 2026-07-21 | 1 | 2 |
| -5.82% | 2026-07-09 | 2026-07-10 | 2026-07-16 | 1 | 4 |
| -2.53% | 2026-07-21 | 2026-07-22 | 2026-07-23 | 1 | 1 |
| -2.45% | 2026-07-27 | 2026-07-28 | 2026-07-30 | 1 | 2 |
| -1.15% | 2026-07-23 | 2026-07-24 | 2026-07-27 | 1 | 1 |
Worst depth first · lengths in trading days.