€8.00
-0.01 (-0.12%)
EUR · as of 2026-08-18 · marketstack
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.11% | Sharpe | −0.47 |
| Sortino | −0.61 |
| Beta | 1.66 | Correlation | 0.42 |
| Up capture | 37.64% | Down capture | 310.33% |
| Max Drawdown | −81.06% | Ulcer Index | 44.84 |
| MTD | −0.74% | QTD | −11.60% |
| YTD | −44.06% | Window (ann., 3.0y) | −27.95% |
| Skewness | −1.65 | Excess Kurtosis | 15.06 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.04 |
| Gain/Pain | −0.09 | Hit Rate | 48.10% |
| Win/Loss | 0.92 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.81% | -8.57% | -5.07% | -7.14% |
| CVaR (ES) | -7.53% | -15.18% | -6.34% | -8.17% |
| VaR (Cornish-Fisher) | — | — | -5.42% | -18.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.06% | 2024-07-16 | 2026-07-28 | ongoing | 465 | — |
| -29.16% | 2023-08-24 | 2023-10-04 | 2024-01-31 | 29 | 82 |
| -10.13% | 2024-06-10 | 2024-06-14 | 2024-07-10 | 3 | 18 |
| -7.89% | 2024-03-25 | 2024-04-17 | 2024-04-25 | 15 | 6 |
| -6.62% | 2024-03-08 | 2024-03-20 | 2024-03-22 | 8 | 2 |
| -6.54% | 2024-05-02 | 2024-06-03 | 2024-06-10 | 22 | 5 |
| -6.03% | 2024-02-20 | 2024-02-26 | 2024-03-04 | 4 | 5 |
| -3.53% | 2024-02-06 | 2024-02-07 | 2024-02-09 | 1 | 2 |
| -2.18% | 2024-01-31 | 2024-02-01 | 2024-02-02 | 1 | 1 |
| -1.84% | 2023-08-17 | 2023-08-18 | 2023-08-23 | 1 | 3 |
Worst depth first · lengths in trading days.