€10.50
+0.00 (+0.00%)
EUR · as of 2026-08-18 · marketstack
From 722 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.98% | Sharpe | 0.36 |
| Sortino | 0.51 |
| Beta | 0.27 | Correlation | 0.16 |
| Up capture | 35.45% | Down capture | 33.28% |
| Max Drawdown | −22.93% | Ulcer Index | 11.27 |
| MTD | −5.41% | QTD | −6.75% |
| YTD | −16.89% | Window (ann., 3.0y) | 5.57% |
| Skewness | −0.17 | Excess Kurtosis | 1.06 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.95 |
| Gain/Pain | 0.06 | Hit Rate | 51.39% |
| Win/Loss | 0.92 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.40% | -3.89% | -2.35% | -3.33% |
| CVaR (ES) | -3.21% | -4.49% | -2.95% | -3.82% |
| VaR (Cornish-Fisher) | — | — | -2.39% | -3.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.93% | 2026-02-18 | 2026-08-14 | ongoing | 122 | — |
| -20.32% | 2023-09-19 | 2024-02-29 | 2024-05-27 | 114 | 59 |
| -18.79% | 2024-06-17 | 2024-12-30 | 2025-02-27 | 138 | 42 |
| -15.85% | 2025-03-19 | 2025-04-09 | 2025-05-21 | 15 | 22 |
| -10.11% | 2025-06-05 | 2025-08-06 | 2025-09-19 | 13 | 29 |
| -9.57% | 2026-01-07 | 2026-01-29 | 2026-02-17 | 16 | 13 |
| -8.68% | 2025-10-29 | 2025-11-07 | 2025-11-25 | 7 | 12 |
| -5.14% | 2024-05-28 | 2024-06-06 | 2024-06-13 | 7 | 4 |
| -4.36% | 2025-12-15 | 2025-12-16 | 2026-01-07 | 1 | 12 |
| -3.28% | 2025-09-22 | 2025-09-26 | 2025-10-01 | 4 | 3 |
Worst depth first · lengths in trading days.