€0.38
-0.00 (-0.78%)
EUR · as of 2026-08-18 · marketstack
From 716 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 82.45% | Sharpe | 0.30 |
| Sortino | 0.72 |
| Beta | 0.44 | Correlation | 0.09 |
| Up capture | 71.69% | Down capture | 65.16% |
| Max Drawdown | −68.33% | Ulcer Index | 39.32 |
| MTD | −0.91% | QTD | 1.46% |
| YTD | 28.52% | Window (ann., 3.0y) | −3.48% |
| Skewness | 6.31 | Excess Kurtosis | 62.09 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.02 |
| Gain/Pain | 0.08 | Hit Rate | 40.78% |
| Win/Loss | 1.45 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.52% | -8.23% | -8.44% | -11.98% |
| CVaR (ES) | -7.09% | -10.90% | -10.61% | -13.74% |
| VaR (Cornish-Fisher) | — | — | 11.27% | 14.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.33% | 2023-11-01 | 2024-09-16 | 2025-08-06 | 221 | 184 |
| -54.49% | 2025-08-07 | 2025-12-19 | ongoing | 93 | — |
| -29.32% | 2023-08-23 | 2023-10-30 | 2023-11-01 | 48 | 2 |
Worst depth first · lengths in trading days.