$20.87
+0.83 (+4.14%)
USD · as of 2026-08-21 · marketstack
From 221 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 75.43% | Sharpe | 0.81 |
| Sortino | 1.27 |
Only 11 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −47.88% | Ulcer Index | 24.69 |
| MTD | −9.34% | QTD | −17.15% |
| YTD | 80.85% | Since inception | 33.53% |
| Skewness | 0.46 | Excess Kurtosis | 1.78 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.34 |
| Gain/Pain | 0.15 | Hit Rate | 48.42% |
| Win/Loss | 1.22 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.57% | -11.94% | -7.57% | -10.81% |
| CVaR (ES) | -9.30% | -12.92% | -9.56% | -12.42% |
| VaR (Cornish-Fisher) | — | — | -6.76% | -10.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.88% | 2025-11-11 | 2026-02-24 | 2026-06-09 | 70 | 63 |
| -31.84% | 2026-07-09 | 2026-08-20 | ongoing | 30 | — |
| -17.91% | 2025-09-19 | 2025-09-25 | 2025-10-23 | 4 | 20 |
| -9.06% | 2026-06-11 | 2026-06-16 | 2026-06-18 | 3 | 2 |
| -8.58% | 2025-10-24 | 2025-10-30 | 2025-11-06 | 4 | 5 |
| -6.05% | 2025-11-06 | 2025-11-07 | 2025-11-11 | 1 | 2 |
| -2.88% | 2026-07-06 | 2026-07-08 | 2026-07-09 | 2 | 1 |
| -1.59% | 2026-06-18 | 2026-06-22 | 2026-06-23 | 1 | 1 |
| -0.19% | 2026-07-01 | 2026-07-02 | 2026-07-06 | 1 | 1 |
Worst depth first · lengths in trading days.