SEK 41.74
-0.16 (-0.38%)
SEK · as of 2026-08-18 · marketstack
From 707 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.62% | Sharpe | 0.32 |
| Sortino | 0.50 |
| Beta | 1.25 | Correlation | 0.22 |
| Up capture | 161.63% | Down capture | 252.00% |
| Max Drawdown | −61.74% | Ulcer Index | 39.00 |
| MTD | 21.34% | QTD | 17.91% |
| YTD | 21.48% | Window (ann., 3.0y) | −3.20% |
| Skewness | 0.78 | Excess Kurtosis | 7.91 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.29 |
| Gain/Pain | 0.06 | Hit Rate | 45.83% |
| Win/Loss | 1.23 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.56% | -10.98% | -7.54% | -10.70% |
| CVaR (ES) | -9.28% | -16.66% | -9.47% | -12.27% |
| VaR (Cornish-Fisher) | — | — | -5.72% | -15.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.74% | 2024-08-30 | 2025-04-15 | ongoing | 156 | — |
| -54.37% | 2023-08-17 | 2023-10-13 | 2024-05-31 | 41 | 158 |
| -30.71% | 2024-06-03 | 2024-08-05 | 2024-08-30 | 42 | 19 |
Worst depth first · lengths in trading days.