$9.99
+0.08 (+0.81%)
USD · as of 2026-08-18 · marketstack
From 205 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 110.63% | Sharpe | 0.93 |
| Sortino | 1.53 |
Only 10 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −70.54% | Ulcer Index | 51.39 |
| MTD | 19.50% | QTD | 36.85% |
| YTD | 153.55% | Since inception | 42.71% |
| Skewness | 0.83 | Excess Kurtosis | 3.29 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.43 |
| Gain/Pain | 0.19 | Hit Rate | 48.29% |
| Win/Loss | 1.22 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.16% | -15.12% | -11.06% | -15.80% |
| CVaR (ES) | -13.33% | -18.66% | -13.97% | -18.17% |
| VaR (Cornish-Fisher) | — | — | -8.86% | -15.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.54% | 2025-10-09 | 2025-11-20 | 2026-07-07 | 30 | 144 |
| -27.01% | 2026-07-21 | 2026-07-29 | 2026-08-07 | 6 | 7 |
| -9.27% | 2026-07-07 | 2026-07-09 | 2026-07-20 | 2 | 7 |
| -9.20% | 2026-08-12 | 2026-08-14 | ongoing | 2 | — |
| -7.78% | 2026-08-07 | 2026-08-10 | 2026-08-12 | 1 | 2 |
Worst depth first · lengths in trading days.