€2.47
-0.01 (-0.20%)
EUR · as of 2026-08-18 · marketstack
From 704 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.36% | Sharpe | 0.71 |
| Sortino | 1.06 |
| Beta | −0.11 | Correlation | −0.11 |
| Up capture | 31.51% | Down capture | −35.92% |
| Max Drawdown | −15.73% | Ulcer Index | 5.96 |
| MTD | −4.27% | QTD | −3.52% |
| YTD | −1.04% | Window (ann., 3.0y) | 12.82% |
| Skewness | −0.01 | Excess Kurtosis | 6.68 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.11 |
| Gain/Pain | 0.13 | Hit Rate | 47.44% |
| Win/Loss | 1.09 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.81% | -3.10% | -2.15% | -3.07% |
| CVaR (ES) | -2.84% | -4.82% | -2.72% | -3.53% |
| VaR (Cornish-Fisher) | — | — | -1.98% | -5.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.73% | 2023-08-23 | 2024-02-12 | 2024-07-30 | 119 | 115 |
| -11.21% | 2024-11-01 | 2024-11-19 | 2025-02-17 | 12 | 57 |
| -7.98% | 2025-06-02 | 2025-10-07 | 2025-12-11 | 56 | 47 |
| -7.21% | 2026-02-10 | 2026-08-18 | ongoing | 128 | — |
| -4.74% | 2025-04-01 | 2025-04-07 | 2025-04-10 | 4 | 3 |
| -4.68% | 2025-04-30 | 2025-05-05 | 2025-05-26 | 2 | 7 |
| -4.67% | 2025-05-26 | 2025-05-30 | 2025-06-02 | 2 | 1 |
| -4.07% | 2024-08-09 | 2024-09-23 | 2024-09-27 | 31 | 4 |
| -3.95% | 2024-09-27 | 2024-10-16 | 2024-10-29 | 13 | 9 |
| -3.55% | 2024-07-30 | 2024-08-05 | 2024-08-07 | 4 | 2 |
Worst depth first · lengths in trading days.