$49.23
+2.58 (+5.53%)
USD · as of 2026-08-21 · marketstack
From 79 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 69.30% | Sharpe | 2.96 |
| Sortino | 6.12 |
Only 4 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −20.19% | Ulcer Index | 8.97 |
| MTD | 19.06% | QTD | 17.19% |
| YTD | 76.77% | Since inception | 76.77% |
| Skewness | 1.30 | Excess Kurtosis | 3.47 |
| Omega (θ=0) | 1.71 | Tail Ratio | 1.62 |
| Gain/Pain | 0.71 | Hit Rate | 54.43% |
| Win/Loss | 1.43 | Upside Potential | 0.93 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.91% | -6.04% | -6.37% | -9.34% |
| CVaR (ES) | -5.74% | -6.14% | -8.19% | -10.82% |
| VaR (Cornish-Fisher) | — | — | -4.30% | -5.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.19% | 2026-06-09 | 2026-06-29 | ongoing | 13 | — |
| -8.83% | 2026-05-14 | 2026-05-21 | 2026-06-09 | 5 | 2 |
| -6.14% | 2026-05-06 | 2026-05-07 | 2026-05-08 | 1 | 1 |
| -4.94% | 2026-04-06 | 2026-04-07 | 2026-04-09 | 1 | 2 |
| -4.68% | 2026-04-15 | 2026-04-16 | 2026-04-17 | 1 | 1 |
| -2.43% | 2026-05-01 | 2026-05-04 | 2026-05-05 | 1 | 1 |
| -2.26% | 2026-04-21 | 2026-04-28 | 2026-05-01 | 5 | 3 |
| -1.99% | 2026-04-10 | 2026-04-13 | 2026-04-14 | 1 | 1 |
| -0.87% | 2026-05-11 | 2026-05-12 | 2026-05-13 | 1 | 1 |
Worst depth first · lengths in trading days.