From 191 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 62.04% | Sharpe | −1.30 |
| Sortino | −1.70 |
Only 10 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −55.76% | Ulcer Index | 33.85 |
| MTD | −0.57% | QTD | −34.65% |
| YTD | −24.05% | Since inception | −53.14% |
| Skewness | −0.19 | Excess Kurtosis | 0.95 |
| Omega (θ=0) | 0.81 | Tail Ratio | 0.85 |
| Gain/Pain | −0.19 | Hit Rate | 46.07% |
| Win/Loss | 0.93 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.46% | -10.50% | -6.75% | -9.41% |
| CVaR (ES) | -8.83% | -13.04% | -8.38% | -10.74% |
| VaR (Cornish-Fisher) | — | — | -6.89% | -10.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.76% | 2025-10-31 | 2026-07-29 | ongoing | 174 | — |
Worst depth first · lengths in trading days.
