€1.44
+0.04 (+2.71%)
EUR · as of 2026-08-18 · marketstack
From 721 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.17% | Sharpe | −0.29 |
| Sortino | −0.42 |
| Beta | 1.94 | Correlation | 0.28 |
| Up capture | 131.97% | Down capture | 614.24% |
| Max Drawdown | −93.14% | Ulcer Index | 59.89 |
| MTD | 18.03% | QTD | −4.76% |
| YTD | −64.75% | Window (ann., 3.0y) | −42.46% |
| Skewness | −0.21 | Excess Kurtosis | 14.44 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.06 |
| Gain/Pain | −0.06 | Hit Rate | 42.72% |
| Win/Loss | 1.15 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.63% | -14.20% | -8.50% | -11.99% |
| CVaR (ES) | -11.63% | -21.60% | -10.64% | -13.72% |
| VaR (Cornish-Fisher) | — | — | -7.31% | -29.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.14% | 2024-03-18 | 2026-08-06 | ongoing | 564 | — |
| -49.60% | 2023-08-17 | 2024-01-18 | 2024-01-26 | 107 | 6 |
| -34.59% | 2024-01-29 | 2024-01-30 | 2024-02-09 | 1 | 8 |
| -20.38% | 2024-02-23 | 2024-02-29 | 2024-03-18 | 4 | 12 |
| -2.67% | 2024-02-09 | 2024-02-12 | 2024-02-15 | 1 | 3 |
| -1.72% | 2024-02-16 | 2024-02-19 | 2024-02-20 | 1 | 1 |
Worst depth first · lengths in trading days.