DKK 43.90
+0.76 (+1.76%)
DKK · as of 2026-08-18 · marketstack
From 704 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.08% | Sharpe | 0.47 |
| Sortino | 0.69 |
| Beta | 0.46 | Correlation | 0.22 |
| Up capture | 78.85% | Down capture | 100.14% |
| Max Drawdown | −42.85% | Ulcer Index | 14.16 |
| MTD | 5.78% | QTD | 3.34% |
| YTD | 4.89% | Window (ann., 3.0y) | 9.29% |
| Skewness | 0.29 | Excess Kurtosis | 5.03 |
| Omega (θ=0) | 1.09 | Tail Ratio | 0.99 |
| Gain/Pain | 0.09 | Hit Rate | 52.27% |
| Win/Loss | 0.96 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.86% | -4.74% | -2.96% | -4.21% |
| CVaR (ES) | -4.19% | -5.87% | -3.72% | -4.83% |
| VaR (Cornish-Fisher) | — | — | -2.62% | -5.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.85% | 2024-10-17 | 2025-04-09 | ongoing | 119 | — |
| -19.20% | 2023-10-16 | 2024-02-08 | 2024-06-20 | 80 | 87 |
| -10.95% | 2024-08-27 | 2024-10-01 | 2024-10-11 | 25 | 8 |
| -7.93% | 2023-08-17 | 2023-09-07 | 2023-09-15 | 15 | 6 |
| -5.51% | 2024-08-01 | 2024-08-05 | 2024-08-13 | 2 | 6 |
| -3.94% | 2024-07-09 | 2024-07-17 | 2024-07-24 | 6 | 5 |
| -3.60% | 2023-09-25 | 2023-10-03 | 2023-10-13 | 6 | 8 |
| -1.76% | 2024-06-21 | 2024-06-26 | 2024-06-28 | 3 | 2 |
| -1.47% | 2024-08-13 | 2024-08-19 | 2024-08-21 | 4 | 2 |
| -0.88% | 2024-08-21 | 2024-08-22 | 2024-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.