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 11.13% year-to-date (YTD) and 3.82% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.13% | 13.20% |
| 1 month | 9.04% | -1.28% |
| 6 months | 8.83% | 10.32% |
| 1 year | 3.82% | 18.23% |
| 5 years (annualized) | N/A | 12.31% |
| 10 years (annualized) | N/A | 10.58% |
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% | 11.13% | ||||||
| 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 13, indicating that it is in the bottom 13% 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.
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. The portfolio has not yet recovered.
The current Nations SkewDex drawdown is 14.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.12% | May 16, 2023 | 147 | Dec 13, 2023 | — | — | — |
| -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 |
| -2.12% | Mar 16, 2023 | 1 | Mar 16, 2023 | 2 | Mar 20, 2023 | 3 |
Volatility
Volatility Chart
The current Nations SkewDex volatility is 12.39%, 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.