$15.55
+0.55 (+3.67%)
USD · as of 2026-08-14 · marketstack
From 11 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 66.56% | Sharpe | 1.36 |
| Sortino | 2.14 |
Only 1 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −10.93% | Ulcer Index | 6.38 |
| MTD | −4.13% | QTD | 3.12% |
| YTD | 3.12% | Since inception | 3.12% |
| Skewness | 0.01 | Excess Kurtosis | −1.05 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.09 |
| Gain/Pain | 0.23 | Hit Rate | 54.55% |
| Win/Loss | 0.82 | Upside Potential | 0.71 |
Not enough history for a 63-day window.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.24% | -5.43% | -6.54% | -9.39% |
| CVaR (ES) | -5.48% | -5.48% | -8.29% | -10.82% |
| VaR (Cornish-Fisher) | — | — | -6.62% | -8.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -10.93% | 2026-08-03 | 2026-08-13 | ongoing | 8 | — |
Worst depth first · lengths in trading days.