DKK 435.60
+12.70 (+3.00%)
DKK · as of 2026-08-18 · marketstack
From 707 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.87% | Sharpe | −0.58 |
| Sortino | −0.77 |
| Beta | 0.51 | Correlation | 0.27 |
| Up capture | 26.75% | Down capture | 222.25% |
| Max Drawdown | −58.79% | Ulcer Index | 30.10 |
| MTD | 1.44% | QTD | 17.00% |
| YTD | −19.27% | Window (ann., 3.0y) | −15.68% |
| Skewness | −0.17 | Excess Kurtosis | 3.47 |
| Omega (θ=0) | 0.91 | Tail Ratio | 0.89 |
| Gain/Pain | −0.09 | Hit Rate | 48.80% |
| Win/Loss | 0.94 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.65% | -4.89% | -2.74% | -3.85% |
| CVaR (ES) | -3.80% | -6.05% | -3.42% | -4.40% |
| VaR (Cornish-Fisher) | — | — | -2.70% | -5.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.79% | 2024-03-12 | 2026-06-30 | ongoing | 527 | — |
| -13.37% | 2023-08-22 | 2023-11-10 | 2023-11-30 | 58 | 14 |
| -6.24% | 2024-01-12 | 2024-01-26 | 2024-02-09 | 10 | 10 |
| -5.43% | 2023-11-30 | 2023-12-11 | 2023-12-14 | 7 | 3 |
| -4.28% | 2023-12-14 | 2023-12-19 | 2024-01-11 | 3 | 14 |
| -3.93% | 2024-02-09 | 2024-02-13 | 2024-02-16 | 2 | 3 |
| -1.68% | 2024-02-26 | 2024-02-28 | 2024-03-04 | 2 | 3 |
| -0.98% | 2024-02-16 | 2024-02-19 | 2024-02-22 | 1 | 3 |
| -0.76% | 2024-03-08 | 2024-03-11 | 2024-03-12 | 1 | 1 |
| -0.20% | 2023-08-17 | 2023-08-18 | 2023-08-21 | 1 | 1 |
Worst depth first · lengths in trading days.