€26.20
-0.10 (-0.38%)
EUR · as of 2026-08-18 · marketstack
From 710 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.86% | Sharpe | −0.26 |
| Sortino | −0.39 |
| Beta | 0.05 | Correlation | 0.02 |
| Up capture | −4.71% | Down capture | 83.86% |
| Max Drawdown | −48.80% | Ulcer Index | 30.17 |
| MTD | −4.38% | QTD | −5.42% |
| YTD | −13.53% | Window (ann., 3.0y) | −11.22% |
| Skewness | 1.35 | Excess Kurtosis | 13.89 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.93 |
| Gain/Pain | −0.05 | Hit Rate | 43.94% |
| Win/Loss | 1.04 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.19% | -4.53% | -3.23% | -4.55% |
| CVaR (ES) | -4.11% | -5.59% | -4.04% | -5.21% |
| VaR (Cornish-Fisher) | — | — | -1.87% | -7.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.80% | 2023-10-12 | 2025-08-13 | ongoing | 429 | — |
| -3.72% | 2023-08-24 | 2023-09-01 | 2023-09-12 | 6 | 7 |
| -2.21% | 2023-09-12 | 2023-09-15 | 2023-09-22 | 3 | 5 |
| -1.47% | 2023-09-22 | 2023-09-25 | 2023-10-06 | 1 | 9 |
| -1.09% | 2023-10-10 | 2023-10-11 | 2023-10-12 | 1 | 1 |
| -0.59% | 2023-08-17 | 2023-08-18 | 2023-08-21 | 1 | 1 |
| -0.38% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.