€0.00
+0.00 (+16.67%)
EUR · as of 2026-08-18 · marketstack
From 721 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 264.12% | Sharpe | −0.04 |
| Sortino | −0.08 |
| Beta | 1.45 | Correlation | 0.27 |
| Up capture | −436.75% | Down capture | 1002.21% |
| Max Drawdown | −99.99% | Ulcer Index | 92.61 |
| MTD | 16.67% | QTD | −0.00% |
| YTD | −61.11% | Window (ann., 3.0y) | −94.97% |
Price only — no dividends, so this understates total return.
| Skewness | 3.16 | Excess Kurtosis | 21.09 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.75 |
| Gain/Pain | −0.01 | Hit Rate | 24.83% |
| Win/Loss | 1.52 | Upside Potential | 0.38 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -16.67% | -50.00% | -27.41% | -38.75% |
| CVaR (ES) | -32.46% | -51.39% | -34.36% | -44.39% |
| VaR (Cornish-Fisher) | — | — | -2.26% | -19.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.99% | 2023-08-17 | 2026-07-22 | ongoing | 702 | — |
Worst depth first · lengths in trading days.