€1.78
+0.01 (+0.56%)
EUR · as of 2026-08-19 · marketstack
From 710 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.44% | Sharpe | 0.05 |
| Sortino | 0.08 |
| Beta | 0.76 | Correlation | 0.20 |
| Up capture | 13.30% | Down capture | 74.29% |
| Max Drawdown | −65.03% | Ulcer Index | 38.13 |
| MTD | 16.60% | QTD | 10.12% |
| YTD | 11.36% | Window (ann., 3.0y) | −12.32% |
| Skewness | 2.36 | Excess Kurtosis | 17.98 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.12 |
| Gain/Pain | 0.01 | Hit Rate | 41.83% |
| Win/Loss | 1.31 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.48% | -7.37% | -6.15% | -8.70% |
| CVaR (ES) | -6.80% | -11.28% | -7.71% | -9.97% |
| VaR (Cornish-Fisher) | — | — | -1.89% | -10.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.03% | 2023-09-04 | 2026-03-31 | ongoing | 612 | — |
| -2.43% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -1.05% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.