$20.45
+0.27 (+1.34%)
USD · as of 2026-08-21 · marketstack
From 106 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 68.32% | Sharpe | 0.67 |
| Sortino | 1.20 |
Only 5 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −41.59% | Ulcer Index | 21.87 |
| MTD | 13.30% | QTD | 36.79% |
| YTD | 10.60% | Since inception | 10.60% |
| Skewness | 2.30 | Excess Kurtosis | 13.36 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.06 |
| Gain/Pain | 0.13 | Hit Rate | 47.17% |
| Win/Loss | 1.25 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.49% | -7.85% | -6.90% | -9.83% |
| CVaR (ES) | -6.92% | -8.15% | -8.70% | -11.29% |
| VaR (Cornish-Fisher) | — | — | -2.50% | -7.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.59% | 2026-03-06 | 2026-05-15 | 2026-08-03 | 49 | 43 |
| -6.47% | 2026-08-12 | 2026-08-18 | ongoing | 4 | — |
| -3.56% | 2026-08-03 | 2026-08-06 | 2026-08-07 | 3 | 1 |
| -0.51% | 2026-08-07 | 2026-08-10 | 2026-08-11 | 1 | 1 |
Worst depth first · lengths in trading days.