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Nikkei 225

^N225
Index · Currency in JPY

^N225Price Chart


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^N225Performance

The chart shows the growth of ¥10,000 invested in ^N225 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly ¥27,904 for a total return of roughly 179.04%. All prices are adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%20122014201620182020
179.04%
296.04%
S&P 500

^N225Returns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.78%
YTD8.33%
6M25.87%
1Y52.48%
5Y14.01%
10Y12.30%

^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 2.64. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
2.64

^N225Drawdowns Chart


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%20122014201620182020
-2.42%

^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 {{portfolioName}} 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
-11.25%Sep 26, 201415Oct 17, 201410Oct 31, 201425
-9.55%Jan 18, 201017Feb 9, 201031Mar 26, 201048
-6.77%Feb 17, 202125Mar 24, 2021
-6.58%Dec 9, 20146Dec 16, 201436Feb 12, 201542

^N225Volatility Chart

Current Nikkei 225 volatility is 15.57%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%20122014201620182020
15.57%

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