€4.20
-0.04 (-1.04%)
EUR · as of 2026-08-18 · marketstack
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 107.41% | Sharpe | 0.22 |
| Sortino | 0.45 |
| Beta | 1.27 | Correlation | 0.20 |
| Up capture | 45.27% | Down capture | 208.42% |
| Max Drawdown | −78.10% | Ulcer Index | 54.62 |
| MTD | 5.96% | QTD | 1.35% |
| YTD | −37.37% | Window (ann., 3.0y) | −20.04% |
| Skewness | 7.28 | Excess Kurtosis | 113.08 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.07 |
| Gain/Pain | 0.05 | Hit Rate | 45.01% |
| Win/Loss | 1.24 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.41% | -12.06% | -11.04% | -15.65% |
| CVaR (ES) | -10.13% | -15.10% | -13.87% | -17.94% |
| VaR (Cornish-Fisher) | — | — | 25.13% | -23.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.10% | 2023-08-28 | 2025-04-07 | ongoing | 410 | — |
| -8.47% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
| -0.79% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.