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Nations SkewDex (^SDEX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Nations SkewDex (^SDEX) returned 3.18% year-to-date (YTD) and 18.36% over the past 12 months.


^SDEX

YTD

3.18%

1M

-16.11%

6M

2.55%

1Y

18.36%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SDEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.05%5.24%-2.62%7.36%-8.11%3.18%
20244.95%-7.19%2.92%3.21%-0.24%0.11%5.10%6.33%5.24%1.61%-7.14%-1.95%12.41%
20238.84%-6.59%9.64%4.51%-0.47%-11.44%-1.95%-2.67%7.06%1.36%-9.21%-1.28%-4.68%
2022-0.34%-0.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SDEX is 66, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SDEX is 6666
Overall Rank
The Sharpe Ratio Rank of ^SDEX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SDEX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^SDEX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ^SDEX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^SDEX is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nations SkewDex (^SDEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Nations SkewDex Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.41
  • All Time: 0.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Nations SkewDex compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Nations SkewDex. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nations SkewDex was 28.12%, occurring on Dec 13, 2023. Recovery took 160 trading sessions.

The current Nations SkewDex drawdown is 18.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.12%May 16, 2023147Dec 13, 2023160Aug 5, 2024307
-21.17%Aug 6, 202410Aug 19, 202485Dec 18, 202495
-20.22%Dec 19, 202421Jan 22, 202553Apr 8, 202574
-18.22%Apr 9, 202522May 9, 2025
-11.19%Feb 17, 20238Mar 1, 202310Mar 15, 202318

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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