$10.09
+0.28 (+2.85%)
USD · as of 2026-08-19 · marketstack
From 123 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 90.60% | Sharpe | 0.20 |
| Sortino | 0.31 |
Only 6 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −57.03% | Ulcer Index | 37.63 |
| MTD | 1.00% | QTD | 29.77% |
| YTD | −10.31% | Since inception | −10.31% |
| Skewness | 0.52 | Excess Kurtosis | 1.86 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.45 |
| Gain/Pain | 0.04 | Hit Rate | 42.28% |
| Win/Loss | 1.35 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.87% | -13.58% | -9.32% | -13.21% |
| CVaR (ES) | -11.32% | -16.26% | -11.70% | -15.14% |
| VaR (Cornish-Fisher) | — | — | -8.23% | -12.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.03% | 2026-03-02 | 2026-04-07 | ongoing | 25 | — |
| -4.90% | 2026-02-11 | 2026-02-23 | 2026-02-26 | 7 | 3 |
| -3.38% | 2026-02-06 | 2026-02-10 | 2026-02-11 | 2 | 1 |
Worst depth first · lengths in trading days.