NOK 237.00
+1.00 (+0.42%)
NOK · as of 2026-08-18 · marketstack
From 709 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.57% | Sharpe | 0.22 |
| Sortino | 0.35 |
| Beta | 0.71 | Correlation | 0.28 |
| Up capture | 62.95% | Down capture | 112.16% |
| Max Drawdown | −45.68% | Ulcer Index | 23.66 |
| MTD | 4.87% | QTD | 3.49% |
| YTD | −5.17% | Window (ann., 3.0y) | 0.36% |
| Skewness | 1.65 | Excess Kurtosis | 14.29 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.26 |
| Gain/Pain | 0.04 | Hit Rate | 42.17% |
| Win/Loss | 1.18 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.54% | -6.04% | -4.37% | -6.20% |
| CVaR (ES) | -5.16% | -7.52% | -5.49% | -7.11% |
| VaR (Cornish-Fisher) | — | — | -2.20% | -9.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.68% | 2023-08-17 | 2024-11-19 | 2025-08-20 | 317 | 148 |
| -33.80% | 2025-10-28 | 2026-02-17 | ongoing | 74 | — |
| -17.10% | 2025-08-21 | 2025-10-17 | 2025-10-27 | 40 | 6 |
Worst depth first · lengths in trading days.