$10.61
-0.34 (-3.11%)
USD · as of 2026-08-21 · marketstack
From 62 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 79.32% | Sharpe | −0.15 |
| Sortino | −0.24 |
Only 3 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −28.71% | Ulcer Index | 15.43 |
| MTD | −5.10% | QTD | −20.82% |
| YTD | −9.70% | Since inception | −9.70% |
| Skewness | 1.24 | Excess Kurtosis | 3.79 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.31 |
| Gain/Pain | −0.03 | Hit Rate | 43.55% |
| Win/Loss | 1.15 | Upside Potential | 0.53 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.34% | -9.26% | -8.26% | -11.67% |
| CVaR (ES) | -8.53% | -10.56% | -10.35% | -13.36% |
| VaR (Cornish-Fisher) | — | — | -5.97% | -8.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.71% | 2026-06-26 | 2026-07-29 | ongoing | 22 | — |
| -13.65% | 2026-05-20 | 2026-06-15 | 2026-06-16 | 7 | 1 |
| -10.67% | 2026-06-17 | 2026-06-24 | 2026-06-26 | 4 | 2 |
| -1.73% | 2026-05-13 | 2026-05-15 | 2026-05-18 | 2 | 1 |
Worst depth first · lengths in trading days.