$128.88
-4.64 (-3.48%)
USD · as of 2026-08-21 · marketstack
From 190 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 58.76% | Sharpe | 0.94 |
| Sortino | 1.39 |
Only 9 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −29.75% | Ulcer Index | 14.11 |
| MTD | −1.75% | QTD | −21.08% |
| YTD | 57.95% | Since inception | 33.05% |
| Skewness | 0.00 | Excess Kurtosis | −0.41 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.08 |
| Gain/Pain | 0.16 | Hit Rate | 54.74% |
| Win/Loss | 0.96 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.02% | -7.81% | -5.87% | -8.39% |
| CVaR (ES) | -7.01% | -8.08% | -7.42% | -9.65% |
| VaR (Cornish-Fisher) | — | — | -5.90% | -8.03% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.75% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -27.12% | 2025-11-04 | 2025-11-24 | 2026-01-21 | 14 | 38 |
| -17.00% | 2026-05-12 | 2026-06-10 | 2026-06-18 | 10 | 6 |
| -15.56% | 2026-02-27 | 2026-03-12 | 2026-04-08 | 9 | 18 |
| -9.67% | 2026-01-21 | 2026-02-05 | 2026-02-09 | 11 | 2 |
| -5.21% | 2026-02-11 | 2026-02-12 | 2026-02-18 | 1 | 3 |
| -4.77% | 2026-04-24 | 2026-04-28 | 2026-05-05 | 2 | 5 |
| -3.91% | 2026-05-06 | 2026-05-07 | 2026-05-11 | 1 | 2 |
| -3.18% | 2026-02-18 | 2026-02-23 | 2026-02-24 | 3 | 1 |
| -2.76% | 2026-04-13 | 2026-04-16 | 2026-04-17 | 3 | 1 |
Worst depth first · lengths in trading days.