SEK 12.79
+0.10 (+0.79%)
SEK · as of 2026-08-18 · marketstack
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 105.36% | Sharpe | 0.71 |
| Sortino | 1.30 |
| Beta | 2.11 | Correlation | 0.31 |
| Up capture | 297.17% | Down capture | 326.64% |
| Max Drawdown | −73.53% | Ulcer Index | 39.86 |
| MTD | −10.12% | QTD | −2.44% |
| YTD | −39.67% | Window (ann., 3.0y) | 25.59% |
Price only — no dividends, so this understates total return.
| Skewness | 3.85 | Excess Kurtosis | 52.16 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.37 |
| Gain/Pain | 0.17 | Hit Rate | 46.41% |
| Win/Loss | 1.31 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.72% | -12.50% | -10.62% | -15.14% |
| CVaR (ES) | -11.22% | -20.21% | -13.39% | -17.39% |
| VaR (Cornish-Fisher) | — | — | 5.47% | -40.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.53% | 2023-08-31 | 2024-05-02 | 2024-11-28 | 169 | 146 |
| -54.73% | 2026-01-28 | 2026-06-16 | ongoing | 95 | — |
| -41.85% | 2025-02-10 | 2025-03-26 | 2025-06-18 | 32 | 44 |
| -29.04% | 2025-06-18 | 2025-08-19 | 2025-08-20 | 16 | 1 |
| -25.72% | 2024-12-27 | 2025-01-21 | 2025-02-06 | 14 | 12 |
| -19.77% | 2025-08-26 | 2025-09-17 | 2025-10-15 | 15 | 20 |
| -16.71% | 2024-12-02 | 2024-12-05 | 2024-12-17 | 3 | 8 |
| -10.83% | 2025-11-19 | 2025-11-26 | 2025-11-27 | 5 | 1 |
| -10.12% | 2025-11-05 | 2025-11-13 | 2025-11-19 | 6 | 4 |
| -10.09% | 2023-08-17 | 2023-08-30 | 2023-08-31 | 9 | 1 |
Worst depth first · lengths in trading days.