$25.15
+0.98 (+4.05%)
USD · as of 2026-08-21 · marketstack
From 114 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 54.71% | Sharpe | −0.02 |
| Sortino | −0.03 |
Only 6 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −27.63% | Ulcer Index | 12.67 |
| MTD | −9.50% | QTD | 2.19% |
| YTD | −6.97% | Since inception | −6.97% |
| Skewness | −0.15 | Excess Kurtosis | −0.06 |
| Omega (θ=0) | 1.00 | Tail Ratio | 0.84 |
| Gain/Pain | −0.00 | Hit Rate | 51.75% |
| Win/Loss | 0.93 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.17% | -7.83% | -5.67% | -8.02% |
| CVaR (ES) | -7.26% | -8.33% | -7.11% | -9.19% |
| VaR (Cornish-Fisher) | — | — | -5.82% | -8.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.63% | 2026-02-25 | 2026-03-20 | 2026-04-30 | 17 | 28 |
| -22.11% | 2026-07-28 | 2026-08-20 | ongoing | 17 | — |
| -21.83% | 2026-06-12 | 2026-07-01 | 2026-07-24 | 12 | 16 |
| -14.42% | 2026-05-06 | 2026-05-12 | 2026-06-09 | 4 | 9 |
| -5.51% | 2026-05-01 | 2026-05-04 | 2026-05-05 | 1 | 1 |
| -0.55% | 2026-07-24 | 2026-07-27 | 2026-07-28 | 1 | 1 |
Worst depth first · lengths in trading days.