Nikkei 225

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.

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.

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

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.

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.