NOK 138.90
+2.90 (+2.13%)
NOK · as of 2026-08-18 · marketstack
From 707 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.33% | Sharpe | 1.62 |
| Sortino | 2.44 |
| Beta | −0.10 | Correlation | −0.04 |
| Up capture | 126.53% | Down capture | −87.69% |
| Max Drawdown | −33.11% | Ulcer Index | 13.25 |
| MTD | 11.57% | QTD | 22.16% |
| YTD | 54.24% | Window (ann., 3.0y) | 55.19% |
| Skewness | 0.08 | Excess Kurtosis | 4.18 |
| Omega (θ=0) | 1.32 | Tail Ratio | 1.09 |
| Gain/Pain | 0.32 | Hit Rate | 55.16% |
| Win/Loss | 1.04 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.96% | -5.29% | -3.14% | -4.53% |
| CVaR (ES) | -4.40% | -6.96% | -3.99% | -5.22% |
| VaR (Cornish-Fisher) | — | — | -2.93% | -6.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.11% | 2024-07-29 | 2025-04-09 | 2026-01-13 | 177 | 147 |
| -18.36% | 2026-05-18 | 2026-06-30 | ongoing | 30 | — |
| -16.60% | 2023-11-24 | 2023-12-13 | 2023-12-29 | 13 | 10 |
| -10.10% | 2024-05-31 | 2024-06-17 | 2024-06-28 | 10 | 9 |
| -8.73% | 2023-09-20 | 2023-10-06 | 2023-10-18 | 12 | 8 |
| -6.14% | 2024-05-10 | 2024-05-22 | 2024-05-30 | 6 | 6 |
| -5.96% | 2026-04-07 | 2026-04-17 | 2026-05-15 | 8 | 18 |
| -5.78% | 2024-01-02 | 2024-01-17 | 2024-01-22 | 11 | 3 |
| -5.03% | 2023-10-19 | 2023-10-26 | 2023-11-03 | 5 | 6 |
| -4.32% | 2024-07-03 | 2024-07-15 | 2024-07-18 | 8 | 3 |
Worst depth first · lengths in trading days.