Nations SkewDex (^SDEX)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nations SkewDex, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Nations SkewDex had a return of 21.39% year-to-date (YTD) and 11.24% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 21.39% | 15.38% |
| 1 month | -3.65% | 5.03% |
| 6 months | 23.27% | 6.71% |
| 1 year | 11.24% | 23.24% |
| 5 years (annualized) | N/A | 13.10% |
| 10 years (annualized) | N/A | 10.67% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.95% | -7.19% | 2.92% | 3.21% | -0.24% | 0.11% | 5.10% | 6.33% | 21.39% | ||||
| 2023 | 8.84% | -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 23, indicating that it is in the bottom 23% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
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.
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 12.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.12% | May 16, 2023 | 147 | Dec 13, 2023 | 160 | Aug 5, 2024 | 307 |
| -21.17% | Aug 6, 2024 | 10 | Aug 19, 2024 | — | — | — |
| -11.19% | Feb 17, 2023 | 8 | Mar 1, 2023 | 10 | Mar 15, 2023 | 18 |
| -8.4% | Mar 21, 2023 | 10 | Apr 3, 2023 | 12 | Apr 20, 2023 | 22 |
| -2.87% | Apr 25, 2023 | 4 | Apr 28, 2023 | 5 | May 5, 2023 | 9 |
Volatility
Volatility Chart
The current Nations SkewDex volatility is 17.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.