€0.73
+0.00 (+0.41%)
EUR · as of 2026-08-18 · marketstack
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.87% | Sharpe | −0.29 |
| Sortino | −0.48 |
| Beta | 0.86 | Correlation | 0.27 |
| Up capture | 15.75% | Down capture | 261.33% |
| Max Drawdown | −69.12% | Ulcer Index | 45.99 |
| MTD | 2.53% | QTD | 0.55% |
| YTD | −24.06% | Window (ann., 3.0y) | −24.64% |
| Skewness | 3.64 | Excess Kurtosis | 49.16 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.01 |
| Gain/Pain | −0.06 | Hit Rate | 41.91% |
| Win/Loss | 1.13 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.47% | -8.35% | -5.75% | -8.10% |
| CVaR (ES) | -6.94% | -11.21% | -7.19% | -9.27% |
| VaR (Cornish-Fisher) | — | — | 2.12% | -21.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.12% | 2023-09-20 | 2025-05-22 | ongoing | 418 | — |
| -4.68% | 2023-09-04 | 2023-09-11 | 2023-09-18 | 5 | 5 |
| -4.35% | 2023-08-23 | 2023-08-28 | 2023-09-04 | 3 | 5 |
| -0.35% | 2023-08-17 | 2023-08-21 | 2023-08-22 | 2 | 1 |
| -0.33% | 2023-09-18 | 2023-09-19 | 2023-09-20 | 1 | 1 |
Worst depth first · lengths in trading days.