SEK 228.00
+1.80 (+0.80%)
SEK · as of 2026-08-20 · marketstack
From 706 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.08% | Sharpe | 0.69 |
| Sortino | 1.11 |
| Beta | 0.73 | Correlation | 0.25 |
| Up capture | 68.51% | Down capture | −80.40% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.05% | Ulcer Index | 28.21 |
| MTD | 3.54% | QTD | 7.85% |
| YTD | 21.28% | Window (ann., 3.0y) | 22.95% |
| Skewness | 1.30 | Excess Kurtosis | 8.80 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.01 |
| Gain/Pain | 0.13 | Hit Rate | 48.58% |
| Win/Loss | 1.16 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.57% | -7.25% | -4.95% | -7.06% |
| CVaR (ES) | -6.08% | -8.56% | -6.24% | -8.11% |
| VaR (Cornish-Fisher) | — | — | -3.16% | -8.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.05% | 2025-01-03 | 2026-02-11 | ongoing | 232 | — |
| -17.21% | 2024-02-07 | 2024-02-16 | 2024-03-06 | 7 | 13 |
| -12.42% | 2023-09-11 | 2023-10-19 | 2023-10-26 | 28 | 5 |
| -12.33% | 2024-07-31 | 2024-08-06 | 2024-08-30 | 4 | 18 |
| -9.90% | 2024-09-18 | 2024-09-24 | 2024-10-11 | 4 | 13 |
| -8.47% | 2024-03-14 | 2024-03-19 | 2024-04-08 | 3 | 12 |
| -8.35% | 2024-04-19 | 2024-04-30 | 2024-05-21 | 7 | 13 |
| -7.27% | 2024-06-13 | 2024-06-17 | 2024-06-27 | 2 | 7 |
| -7.10% | 2024-11-27 | 2024-12-12 | 2024-12-17 | 11 | 3 |
| -6.94% | 2024-11-14 | 2024-11-19 | 2024-11-25 | 3 | 4 |
Worst depth first · lengths in trading days.