€3.31
-0.04 (-1.19%)
EUR · as of 2026-08-18 · marketstack
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 85.79% | Sharpe | 0.45 |
| Sortino | 0.92 |
| Beta | 0.38 | Correlation | 0.07 |
| Up capture | 83.26% | Down capture | −23.79% |
| Max Drawdown | −71.92% | Ulcer Index | 41.49 |
| MTD | 3.24% | QTD | 6.23% |
| YTD | −35.73% | Window (ann., 3.0y) | 5.86% |
| Skewness | 4.38 | Excess Kurtosis | 39.55 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.26 |
| Gain/Pain | 0.10 | Hit Rate | 43.18% |
| Win/Loss | 1.41 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.67% | -9.54% | -8.74% | -12.42% |
| CVaR (ES) | -8.10% | -12.26% | -10.99% | -14.25% |
| VaR (Cornish-Fisher) | — | — | 4.26% | -5.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.92% | 2024-11-04 | 2026-03-26 | ongoing | 313 | — |
| -48.72% | 2023-09-13 | 2024-02-26 | 2024-05-02 | 115 | 45 |
| -34.69% | 2024-05-23 | 2024-06-28 | 2024-09-05 | 25 | 49 |
| -27.85% | 2024-09-09 | 2024-09-16 | 2024-10-09 | 5 | 17 |
| -16.13% | 2023-09-04 | 2023-09-06 | 2023-09-12 | 2 | 4 |
| -8.65% | 2024-10-09 | 2024-10-15 | 2024-10-18 | 4 | 3 |
| -5.47% | 2024-10-22 | 2024-10-28 | 2024-11-04 | 4 | 5 |
| -4.64% | 2024-05-16 | 2024-05-20 | 2024-05-22 | 2 | 2 |
| -4.29% | 2024-05-09 | 2024-05-13 | 2024-05-14 | 2 | 1 |
| -3.73% | 2024-09-05 | 2024-09-06 | 2024-09-09 | 1 | 1 |
Worst depth first · lengths in trading days.