SEK 11.04
-0.08 (-0.72%)
SEK · as of 2026-08-20 · marketstack
From 709 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 62.27% | Sharpe | 0.16 |
| Sortino | 0.22 |
| Beta | 0.47 | Correlation | 0.11 |
| Up capture | 1.13% | Down capture | −50.50% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.88% | Ulcer Index | 47.30 |
| MTD | −0.72% | QTD | −12.38% |
| YTD | −2.30% | Window (ann., 3.0y) | −10.32% |
| Skewness | −2.04 | Excess Kurtosis | 36.30 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.32 |
| Gain/Pain | 0.03 | Hit Rate | 44.29% |
| Win/Loss | 1.24 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.46% | -6.96% | -6.41% | -9.09% |
| CVaR (ES) | -7.25% | -14.02% | -8.05% | -10.42% |
| VaR (Cornish-Fisher) | — | — | -5.50% | -42.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.88% | 2024-06-04 | 2025-04-16 | ongoing | 217 | — |
| -22.63% | 2023-09-22 | 2023-11-01 | 2024-04-04 | 28 | 106 |
| -18.48% | 2024-05-13 | 2024-05-27 | 2024-05-31 | 10 | 4 |
| -11.84% | 2024-04-09 | 2024-04-18 | 2024-05-02 | 7 | 9 |
| -9.40% | 2023-08-31 | 2023-09-13 | 2023-09-20 | 9 | 5 |
| -6.68% | 2023-08-23 | 2023-08-29 | 2023-08-31 | 4 | 2 |
| -1.83% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.75% | 2024-05-07 | 2024-05-08 | 2024-05-10 | 1 | 1 |
| -0.45% | 2024-04-04 | 2024-04-05 | 2024-04-08 | 1 | 1 |
Worst depth first · lengths in trading days.