The theory of $D$-norms is an offspring of multivariate extreme value theory. We present recent results on $D$-norms, which are completely determined by a certain random vector called generator. In the first part it is shown that the space of $D$-norms is a complete separable metric space, if equipped with the Wasserstein-metric in a suitable way. Secondly, multiplying a generator with a doubly stochastic matrix yields another generator. An iteration of this multiplication provides a sequence of $D$-norms and we compute its limit. Finally, we consider a parametric family of $D$-norms, where we assume that the generator follows a symmetric Dirichlet distribution. This family covers the whole range between complete dependence and independence.