YTD Thru 8/16/2022

COIN

META

NFLX

NIO

PLTR

PYPL

ROKU

SHOP

SQ

Avg

Preceding Historical Volatility

58.9%

36.7%

47.5%

101.9%

77.6%

35.7%

78.9%

52.6%

54.0%

60.4%

Actual In-Period Volatility

116.2%

64.5%

76.4%

94.0%

80.9%

65.9%

99.4%

103.8%

97.1%

88.7%

k_reg

1.33

1.85

1.51

1.11

1.19

1.90

1.18

1.42

1.39

1.43

3x Max 1-Day Loss

−79.2%

−79.2%

−100.0%

−45.5%

−63.9%

−73.8%

−69.2%

−48.1%

−46.8%

−67.3%

k_reg Max 1-Day Loss

−35.1%

−48.9%

−53.0%

−16.8%

−25.4%

−46.7%

−27.3%

−22.7%

−21.7%

−33.1%

3x Cum Rtn

−99.8%

−95.5%

−100.0%

−94.2%

−96.4%

−94.8%

−99.5%

−99.7%

−97.4%

−97.5%

k_reg Cum Rtn

−79.1%

−75.6%

−78.9%

−39.0%

−54.8%

−76.2%

−71.5%

−86.0%

−64.5%

−69.5%

−3x Cum Rtn

−87.7%

41.3%

100.3%

−92.4%

−42.7%

28.5%

−48.8%

−33.6%

−87.8%

−24.8%

−k_reg Cum Rtn

6.6%

62.5%

96.3%

−16.8%

24.1%

53.9%

47.4%

84.8%

−10.4%

38.7%