€81.60
-1.20 (-1.45%)
EUR · as of 2026-08-18 · marketstack
From 713 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.12% | Sharpe | 0.63 |
| Sortino | 1.15 |
| Beta | 0.07 | Correlation | 0.03 |
| Up capture | 68.03% | Down capture | −1.66% |
| Max Drawdown | −35.75% | Ulcer Index | 14.37 |
| MTD | −1.92% | QTD | −6.96% |
| YTD | 52.60% | Window (ann., 3.0y) | 15.56% |
| Skewness | 2.64 | Excess Kurtosis | 20.20 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.31 |
| Gain/Pain | 0.13 | Hit Rate | 44.60% |
| Win/Loss | 1.29 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.31% | -3.30% | -3.25% | -4.63% |
| CVaR (ES) | -3.30% | -5.40% | -4.09% | -5.31% |
| VaR (Cornish-Fisher) | — | — | -0.64% | -4.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.75% | 2024-02-14 | 2025-10-01 | 2026-01-19 | 367 | 72 |
| -18.35% | 2023-08-28 | 2023-10-09 | 2023-12-06 | 30 | 42 |
| -12.16% | 2026-06-08 | 2026-08-18 | ongoing | 51 | — |
| -7.23% | 2026-01-21 | 2026-02-12 | 2026-02-18 | 16 | 4 |
| -6.19% | 2026-05-14 | 2026-05-25 | 2026-05-29 | 7 | 4 |
| -5.46% | 2023-12-15 | 2023-12-22 | 2024-01-12 | 5 | 12 |
| -5.26% | 2024-01-12 | 2024-01-18 | 2024-01-26 | 4 | 6 |
| -4.41% | 2026-04-20 | 2026-04-29 | 2026-05-12 | 7 | 8 |
| -4.28% | 2026-03-10 | 2026-03-11 | 2026-03-18 | 1 | 5 |
| -2.98% | 2026-02-18 | 2026-02-26 | 2026-03-06 | 6 | 6 |
Worst depth first · lengths in trading days.