€2.54
-0.03 (-1.01%)
EUR · as of 2026-08-18 · marketstack
From 709 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 80.41% | Sharpe | 0.31 |
| Sortino | 0.58 |
| Beta | −1.19 | Correlation | −0.21 |
| Up capture | 31.08% | Down capture | −96.72% |
| Max Drawdown | −84.24% | Ulcer Index | 53.33 |
| MTD | 8.26% | QTD | −9.79% |
| YTD | −24.73% | Window (ann., 3.0y) | −4.20% |
| Skewness | 3.02 | Excess Kurtosis | 26.00 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.22 |
| Gain/Pain | 0.07 | Hit Rate | 44.15% |
| Win/Loss | 1.30 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.72% | -8.61% | -8.23% | -11.68% |
| CVaR (ES) | -8.50% | -13.64% | -10.35% | -13.40% |
| VaR (Cornish-Fisher) | — | — | -0.36% | -13.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.24% | 2023-09-06 | 2024-11-21 | 2025-12-10 | 309 | 228 |
| -45.74% | 2026-01-23 | 2026-08-04 | ongoing | 120 | — |
| -19.43% | 2025-12-18 | 2026-01-08 | 2026-01-16 | 11 | 6 |
| -11.16% | 2025-12-11 | 2025-12-16 | 2025-12-17 | 3 | 1 |
| -2.88% | 2023-08-29 | 2023-08-31 | 2023-09-04 | 2 | 2 |
| -1.87% | 2023-08-17 | 2023-08-18 | 2023-08-21 | 1 | 1 |
| -1.73% | 2026-01-19 | 2026-01-20 | 2026-01-21 | 1 | 1 |
| -1.29% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -0.28% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.