DKK 223.60
+1.00 (+0.45%)
DKK · as of 2026-08-19 · marketstack
From 706 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.56% | Sharpe | 1.35 |
| Sortino | 2.40 |
| Beta | 1.53 | Correlation | 0.67 |
| Up capture | 156.24% | Down capture | 83.45% |
| Max Drawdown | −27.77% | Ulcer Index | 9.20 |
| MTD | 0.72% | QTD | −8.44% |
| YTD | −1.44% | Window (ann., 3.0y) | 46.25% |
| Skewness | 1.67 | Excess Kurtosis | 9.65 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.29 |
| Gain/Pain | 0.28 | Hit Rate | 50.71% |
| Win/Loss | 1.22 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.73% | -4.38% | -3.40% | -4.88% |
| CVaR (ES) | -3.80% | -5.76% | -4.31% | -5.62% |
| VaR (Cornish-Fisher) | — | — | -1.82% | -4.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.77% | 2024-09-13 | 2025-04-09 | 2025-06-04 | 143 | 29 |
| -20.56% | 2026-06-12 | 2026-08-03 | ongoing | 35 | — |
| -15.89% | 2025-11-17 | 2026-03-24 | 2026-04-29 | 84 | 23 |
| -11.61% | 2023-10-12 | 2023-10-30 | 2023-11-15 | 12 | 12 |
| -10.61% | 2024-05-22 | 2024-06-06 | 2024-06-25 | 10 | 12 |
| -10.56% | 2025-07-28 | 2025-08-11 | 2025-08-22 | 10 | 7 |
| -9.75% | 2023-09-20 | 2023-10-03 | 2023-10-12 | 9 | 7 |
| -9.39% | 2023-09-01 | 2023-09-13 | 2023-09-20 | 8 | 5 |
| -9.02% | 2024-06-25 | 2024-08-05 | 2024-08-19 | 29 | 10 |
| -7.98% | 2024-01-18 | 2024-01-24 | 2024-02-07 | 4 | 10 |
Worst depth first · lengths in trading days.