$136.97
+2.97 (+2.22%)
USD · as of 2026-08-21 · marketstack
From 48 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 97.57% | Sharpe | −0.40 |
| Sortino | −0.61 |
Only 2 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −43.56% | Ulcer Index | 28.79 |
| MTD | 26.39% | QTD | −19.83% |
| YTD | −14.90% | Since inception | −14.90% |
| Skewness | 0.65 | Excess Kurtosis | 1.86 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.28 |
| Gain/Pain | −0.07 | Hit Rate | 37.50% |
| Win/Loss | 1.56 | Upside Potential | 0.54 |
A 63-day window draws here once the history reaches 63 days.
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.46% | -14.28% | -10.26% | -14.45% |
| CVaR (ES) | -12.09% | -14.87% | -12.83% | -16.53% |
| VaR (Cornish-Fisher) | — | — | -8.84% | -13.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.56% | 2026-06-17 | 2026-08-05 | ongoing | 35 | — |
Worst depth first · lengths in trading days.