DKK 76.35
+1.30 (+1.73%)
DKK · as of 2026-08-18 · marketstack
From 707 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.44% | Sharpe | 0.03 |
| Sortino | 0.04 |
| Beta | 1.11 | Correlation | 0.36 |
| Up capture | 94.15% | Down capture | 245.09% |
| Max Drawdown | −61.20% | Ulcer Index | 31.50 |
| MTD | 5.53% | QTD | 25.16% |
| YTD | −13.24% | Window (ann., 3.0y) | −6.07% |
| Skewness | −0.18 | Excess Kurtosis | 10.21 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.12 |
| Gain/Pain | 0.01 | Hit Rate | 47.67% |
| Win/Loss | 1.08 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.22% | -6.38% | -4.08% | -5.78% |
| CVaR (ES) | -5.70% | -10.12% | -5.12% | -6.62% |
| VaR (Cornish-Fisher) | — | — | -3.69% | -12.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.20% | 2024-08-29 | 2026-06-24 | ongoing | 409 | — |
| -28.94% | 2023-08-17 | 2023-10-30 | 2023-11-29 | 52 | 22 |
| -14.25% | 2024-02-22 | 2024-04-25 | 2024-05-15 | 42 | 12 |
| -9.15% | 2024-01-30 | 2024-02-02 | 2024-02-12 | 3 | 6 |
| -7.33% | 2024-08-01 | 2024-08-05 | 2024-08-14 | 2 | 7 |
| -7.13% | 2024-05-15 | 2024-05-29 | 2024-06-07 | 9 | 6 |
| -6.80% | 2024-08-19 | 2024-08-26 | 2024-08-29 | 5 | 3 |
| -6.52% | 2024-01-02 | 2024-01-05 | 2024-01-11 | 3 | 4 |
| -5.35% | 2024-06-12 | 2024-06-18 | 2024-07-23 | 4 | 25 |
| -5.08% | 2024-01-16 | 2024-01-26 | 2024-01-30 | 8 | 2 |
Worst depth first · lengths in trading days.