SEK 0.58
-0.02 (-3.83%)
SEK · as of 2026-08-18 · marketstack
From 708 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 99.47% | Sharpe | −0.02 |
| Sortino | −0.02 |
| Beta | 1.03 | Correlation | 0.11 |
| Up capture | 23.18% | Down capture | −7.93% |
| Max Drawdown | −96.58% | Ulcer Index | 66.83 |
| MTD | 8.26% | QTD | −80.51% |
| YTD | −82.05% | Window (ann., 3.0y) | −44.95% |
| Skewness | −2.04 | Excess Kurtosis | 34.21 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.44 |
| Gain/Pain | −0.00 | Hit Rate | 41.95% |
| Win/Loss | 1.32 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.19% | -13.99% | -10.31% | -14.58% |
| CVaR (ES) | -13.18% | -29.18% | -12.93% | -16.71% |
| VaR (Cornish-Fisher) | — | — | -9.12% | -64.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.58% | 2024-04-17 | 2026-07-14 | ongoing | 514 | — |
| -47.15% | 2023-09-13 | 2023-11-30 | 2024-01-08 | 56 | 24 |
| -28.09% | 2024-01-25 | 2024-02-27 | 2024-03-22 | 23 | 18 |
| -19.03% | 2024-01-09 | 2024-01-11 | 2024-01-24 | 2 | 9 |
| -16.82% | 2024-03-22 | 2024-04-04 | 2024-04-10 | 7 | 4 |
| -6.81% | 2023-08-31 | 2023-09-06 | 2023-09-13 | 4 | 5 |
| -6.14% | 2023-08-23 | 2023-08-29 | 2023-08-31 | 4 | 2 |
| -5.49% | 2023-08-17 | 2023-08-18 | 2023-08-21 | 1 | 1 |
| -1.09% | 2024-04-10 | 2024-04-11 | 2024-04-12 | 1 | 1 |
Worst depth first · lengths in trading days.