€13.72
-0.16 (-1.15%)
EUR · as of 2026-08-18 · marketstack
From 715 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.68% | Sharpe | 1.22 |
| Sortino | 1.93 |
| Beta | −0.29 | Correlation | −0.06 |
| Up capture | 169.90% | Down capture | −163.08% |
| Max Drawdown | −49.09% | Ulcer Index | 24.51 |
| MTD | −6.41% | QTD | 29.43% |
| YTD | 160.59% | Window (ann., 3.0y) | 60.30% |
| Skewness | 0.52 | Excess Kurtosis | 5.07 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.29 |
| Gain/Pain | 0.24 | Hit Rate | 51.33% |
| Win/Loss | 1.14 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.29% | -8.35% | -5.10% | -7.32% |
| CVaR (ES) | -6.52% | -10.99% | -6.46% | -8.43% |
| VaR (Cornish-Fisher) | — | — | -4.27% | -9.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.09% | 2024-10-17 | 2025-04-10 | 2026-02-02 | 122 | 164 |
| -35.74% | 2024-05-30 | 2024-06-28 | 2024-09-30 | 20 | 66 |
| -24.80% | 2023-09-11 | 2023-10-19 | 2024-05-22 | 28 | 148 |
| -20.41% | 2026-03-10 | 2026-04-07 | 2026-06-15 | 16 | 43 |
| -14.09% | 2024-09-30 | 2024-10-01 | 2024-10-14 | 1 | 9 |
| -13.16% | 2026-06-23 | 2026-06-25 | 2026-07-03 | 2 | 6 |
| -11.60% | 2026-07-31 | 2026-08-11 | ongoing | 7 | — |
| -6.71% | 2026-02-24 | 2026-03-03 | 2026-03-10 | 5 | 5 |
| -6.39% | 2026-07-09 | 2026-07-17 | 2026-07-21 | 6 | 2 |
| -6.25% | 2023-08-29 | 2023-09-06 | 2023-09-07 | 6 | 1 |
Worst depth first · lengths in trading days.