$15.41
+1.12 (+7.84%)
USD · as of 2026-08-21 · marketstack
From 102 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 91.55% | Sharpe | 0.01 |
| Sortino | 0.02 |
Only 5 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −49.63% | Ulcer Index | 30.09 |
| MTD | 1.85% | QTD | 7.54% |
| YTD | −15.14% | Since inception | −15.14% |
| Skewness | 0.08 | Excess Kurtosis | 3.46 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.16 |
| Gain/Pain | 0.00 | Hit Rate | 48.04% |
| Win/Loss | 1.08 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.80% | -10.37% | -9.48% | -13.41% |
| CVaR (ES) | -11.74% | -17.01% | -11.89% | -15.37% |
| VaR (Cornish-Fisher) | — | — | -8.95% | -17.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.63% | 2026-03-25 | 2026-06-18 | ongoing | 49 | — |
| -12.68% | 2026-03-13 | 2026-03-18 | 2026-03-23 | 3 | 3 |
| -6.64% | 2026-03-23 | 2026-03-24 | 2026-03-25 | 1 | 1 |
Worst depth first · lengths in trading days.