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Nikkei 225

^N225
Index · Currency in JPY

^N225Price Chart


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S&P 500

^N225Performance

The chart shows the growth of ¥10,000 invested in Nikkei 225 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly ¥28,626 for a total return of roughly 186.26%. All prices are adjusted for splits and dividends.


^N225 (Nikkei 225)
Benchmark (S&P 500)

^N225Returns in periods

Returns over 1 year are annualized

PeriodReturn
1M11.21%
6M0.94%
YTD11.13%
1Y29.92%
5Y13.47%
10Y13.56%

^N225Monthly Returns Heatmap


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^N225Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Nikkei 225 Sharpe ratio is 1.81. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^N225 (Nikkei 225)
Benchmark (S&P 500)

^N225Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


^N225 (Nikkei 225)
Benchmark (S&P 500)

^N225Worst Drawdowns

The table below shows the maximum drawdowns of the Nikkei 225. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Nikkei 225 is 31.80%, recorded on Mar 19, 2020. It took 155 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.8%Oct 3, 2018352Mar 19, 2020155Nov 6, 2020507
-28.35%Jun 25, 2015245Jun 24, 2016320Oct 11, 2017565
-28.04%Apr 6, 2010401Nov 25, 2011295Feb 6, 2013696
-20.36%May 23, 201316Jun 13, 2013115Nov 28, 2013131
-14.62%Jan 6, 201468Apr 14, 2014109Sep 19, 2014177
-14.53%Jan 24, 201841Mar 23, 2018131Oct 1, 2018172
-11.34%Feb 17, 2021125Aug 20, 202117Sep 14, 2021142
-11.25%Sep 26, 201415Oct 17, 201410Oct 31, 201425
-9.55%Jan 18, 201017Feb 9, 201031Mar 26, 201048
-6.58%Dec 9, 20146Dec 16, 201436Feb 12, 201542

^N225Volatility Chart

Current Nikkei 225 volatility is 11.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


^N225 (Nikkei 225)
Benchmark (S&P 500)

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