€56.50
+0.50 (+0.89%)
EUR · as of 2026-08-18 · marketstack
From 722 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 19.99% | Sharpe | 0.27 |
| Sortino | 0.38 |
| Beta | −0.01 | Correlation | −0.01 |
| Up capture | 10.35% | Down capture | −2.16% |
| Max Drawdown | −24.41% | Ulcer Index | 9.27 |
| MTD | −1.57% | QTD | −3.25% |
| YTD | 9.18% | Window (ann., 3.0y) | 3.31% |
| Skewness | −0.88 | Excess Kurtosis | 24.54 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.92 |
| Gain/Pain | 0.05 | Hit Rate | 48.20% |
| Win/Loss | 0.99 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.67% | -2.96% | -2.05% | -2.91% |
| CVaR (ES) | -2.77% | -5.05% | -2.58% | -3.34% |
| VaR (Cornish-Fisher) | — | — | -1.72% | -10.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.41% | 2025-04-03 | 2025-10-14 | ongoing | 96 | — |
| -13.62% | 2023-09-20 | 2023-10-27 | 2024-03-13 | 27 | 95 |
| -7.03% | 2024-09-27 | 2024-10-11 | 2025-03-27 | 10 | 116 |
| -4.67% | 2024-06-27 | 2024-07-24 | 2024-09-10 | 19 | 34 |
| -3.90% | 2024-05-24 | 2024-05-29 | 2024-06-17 | 3 | 12 |
| -3.17% | 2023-08-31 | 2023-09-05 | 2023-09-19 | 3 | 10 |
| -2.88% | 2024-03-13 | 2024-04-03 | 2024-04-18 | 13 | 11 |
| -2.77% | 2024-04-25 | 2024-04-30 | 2024-05-15 | 3 | 10 |
| -2.27% | 2024-06-17 | 2024-06-18 | 2024-06-25 | 1 | 5 |
| -1.92% | 2024-09-10 | 2024-09-13 | 2024-09-16 | 3 | 1 |
Worst depth first · lengths in trading days.