€24.46
-0.04 (-0.16%)
EUR · as of 2026-08-18 · marketstack
From 720 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.51% | Sharpe | 1.22 |
| Sortino | 1.90 |
| Beta | 0.90 | Correlation | 0.18 |
| Up capture | 186.23% | Down capture | −62.84% |
| Max Drawdown | −47.37% | Ulcer Index | 20.74 |
| MTD | −5.71% | QTD | −14.59% |
| YTD | −2.94% | Window (ann., 3.0y) | 56.99% |
| Skewness | 0.71 | Excess Kurtosis | 7.40 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.19 |
| Gain/Pain | 0.25 | Hit Rate | 50.83% |
| Win/Loss | 1.13 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.30% | -7.64% | -4.79% | -6.88% |
| CVaR (ES) | -6.41% | -10.02% | -6.07% | -7.91% |
| VaR (Cornish-Fisher) | — | — | -3.69% | -10.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.37% | 2025-10-31 | 2026-03-20 | ongoing | 95 | — |
| -31.12% | 2024-08-30 | 2025-04-11 | 2025-09-10 | 157 | 63 |
| -25.07% | 2023-09-08 | 2023-11-01 | 2024-01-04 | 38 | 43 |
| -20.51% | 2024-05-30 | 2024-06-17 | 2024-08-14 | 11 | 42 |
| -11.04% | 2024-05-09 | 2024-05-16 | 2024-05-29 | 5 | 9 |
| -8.30% | 2024-04-04 | 2024-04-12 | 2024-04-17 | 6 | 3 |
| -5.05% | 2024-02-28 | 2024-02-29 | 2024-03-11 | 1 | 7 |
| -4.68% | 2025-10-21 | 2025-10-22 | 2025-10-24 | 1 | 2 |
| -4.38% | 2024-01-31 | 2024-02-02 | 2024-02-22 | 2 | 14 |
| -4.19% | 2025-10-09 | 2025-10-10 | 2025-10-13 | 1 | 1 |
Worst depth first · lengths in trading days.