Return-based risk computed in the open analytics core (quantlib.risk) from 175 daily returns (full history), annualized at 252/yr. Click any metric for its methodology.
| Ann. Volatility | 778.21% | Sharpe | 0.97 |
| Sortino | 8.66 |
Only 9 paired monthly returns in this window (needs ≥ 12) — beta, correlation and capture are suppressed rather than estimated from too few points.
| Max Drawdown | −85.31% | Ulcer Index | 62.13 |
| MTD | 710.63% | QTD | 710.63% |
| YTD | 454.40% | Since inception | 37.78% |
Price-return basis — dividends aren't included for this symbol yet. Re-pull prices to populate the adjusted close and switch to total return.
| Skewness | 12.63 | Excess Kurtosis | 161.60 |
| Omega (θ=0) | 2.03 | Tail Ratio | 1.28 |
| Gain/Pain | 1.03 | Hit Rate | 41.71% |
| Win/Loss | 2.53 | Upside Potential | 1.07 |
Volatility (annualized %, right) and Sharpe (ratio, left), each over a trailing 63-period window from quantlib.performance.rolling.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.71% | -21.12% | -77.63% | -111.04% |
| CVaR (ES) | -16.77% | -29.73% | -98.12% | -127.66% |
| VaR (Cornish-Fisher) | — | — | 405.09% | 1434.70% |
Signed daily quantiles (a 5% loss is −5%); CVaR ≤ VaR ≤ 0. The Cornish-Fisher row adjusts the Gaussian VaR for skewness and excess kurtosis (fat tails), so it has no historical counterpart.
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -85.31% | 2025-10-20 | 2026-06-23 | 2026-07-06 | 158 | 8 |
| -9.25% | 2026-07-10 | 2026-07-14 | 2026-07-16 | 2 | 2 |
| -4.59% | 2026-07-06 | 2026-07-08 | 2026-07-10 | 2 | 2 |
Each peak-to-recovery underwater episode, worst depth first (top 3). Lengths are in trading periods; an ongoing episode has not yet reclaimed its prior peak. The deepest episode equals the maximum drawdown above.
