NOK 1.33
-0.00 (-0.37%)
NOK · as of 2026-08-18 · marketstack
From 709 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.40% | Sharpe | −0.13 |
| Sortino | −0.19 |
| Beta | 0.14 | Correlation | 0.03 |
| Up capture | −11.99% | Down capture | 100.34% |
| Max Drawdown | −65.16% | Ulcer Index | 41.68 |
| MTD | −1.48% | QTD | −3.62% |
| YTD | 0.76% | Window (ann., 3.0y) | −24.08% |
| Skewness | 0.72 | Excess Kurtosis | 6.41 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.18 |
| Gain/Pain | −0.02 | Hit Rate | 38.50% |
| Win/Loss | 1.25 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.83% | -9.17% | -6.81% | -9.62% |
| CVaR (ES) | -8.61% | -13.40% | -8.53% | -11.01% |
| VaR (Cornish-Fisher) | — | — | -5.40% | -12.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.16% | 2023-09-01 | 2026-06-01 | ongoing | 642 | — |
| -3.75% | 2023-08-28 | 2023-08-31 | 2023-09-01 | 3 | 1 |
| -1.63% | 2023-08-22 | 2023-08-23 | 2023-08-25 | 1 | 2 |
Worst depth first · lengths in trading days.