SEK 89.60
+1.20 (+1.36%)
SEK · as of 2026-08-18 · marketstack
From 709 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.08% | Sharpe | −0.19 |
| Sortino | −0.28 |
| Beta | 1.45 | Correlation | 0.48 |
| Up capture | 74.50% | Down capture | 324.69% |
| Max Drawdown | −67.50% | Ulcer Index | 37.49 |
| MTD | 4.07% | QTD | 2.11% |
| YTD | −33.93% | Window (ann., 3.0y) | −15.48% |
| Skewness | 0.89 | Excess Kurtosis | 17.81 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.99 |
| Gain/Pain | −0.03 | Hit Rate | 47.39% |
| Win/Loss | 1.04 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.85% | -6.09% | -4.60% | -6.49% |
| CVaR (ES) | -5.62% | -9.24% | -5.76% | -7.43% |
| VaR (Cornish-Fisher) | — | — | -2.86% | -15.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.50% | 2024-09-10 | 2026-02-11 | ongoing | 313 | — |
| -21.98% | 2024-03-13 | 2024-04-25 | 2024-07-17 | 29 | 54 |
| -18.33% | 2023-08-22 | 2023-10-27 | 2023-11-07 | 48 | 7 |
| -16.33% | 2023-12-27 | 2024-01-19 | 2024-03-08 | 16 | 34 |
| -10.39% | 2023-12-07 | 2023-12-12 | 2023-12-22 | 3 | 8 |
| -8.33% | 2024-07-24 | 2024-08-05 | 2024-08-30 | 8 | 19 |
| -6.43% | 2023-11-22 | 2023-11-27 | 2023-11-30 | 3 | 3 |
| -4.54% | 2024-07-17 | 2024-07-22 | 2024-07-24 | 3 | 2 |
| -3.00% | 2023-11-09 | 2023-11-13 | 2023-11-14 | 2 | 1 |
| -1.35% | 2023-11-20 | 2023-11-21 | 2023-11-22 | 1 | 1 |
Worst depth first · lengths in trading days.