$108.55
-1.43 (-1.30%)
USD · as of 2026-08-21 · marketstack
From 76 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 75.17% | Sharpe | 2.51 |
| Sortino | 3.99 |
Only 4 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −21.72% | Ulcer Index | 11.17 |
| MTD | 40.66% | QTD | 37.77% |
| YTD | 62.09% | Since inception | 62.09% |
| Skewness | −0.16 | Excess Kurtosis | 0.99 |
| Omega (θ=0) | 1.53 | Tail Ratio | 1.47 |
| Gain/Pain | 0.53 | Hit Rate | 57.89% |
| Win/Loss | 1.11 | Upside Potential | 0.73 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.02% | -11.23% | -7.04% | -10.27% |
| CVaR (ES) | -9.75% | -14.81% | -9.02% | -11.87% |
| VaR (Cornish-Fisher) | — | — | -7.15% | -11.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.72% | 2026-05-26 | 2026-06-26 | 2026-08-07 | 20 | 20 |
| -12.95% | 2026-05-11 | 2026-05-19 | 2026-05-26 | 6 | 4 |
| -8.13% | 2026-08-14 | 2026-08-21 | ongoing | 5 | — |
| -4.95% | 2026-04-27 | 2026-04-29 | 2026-05-05 | 2 | 4 |
| -0.27% | 2026-05-05 | 2026-05-06 | 2026-05-07 | 1 | 1 |
Worst depth first · lengths in trading days.