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

Share Price Chart


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Nations SkewDex

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.


-10.00%0.00%10.00%20.00%30.00%40.00%2024FebruaryMarchAprilMayJune
-2.35%
41.11%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

S&P 500

Returns By Period

Nations SkewDex had a return of 2.79% year-to-date (YTD) and -3.84% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.79%13.87%
1 month5.82%2.33%
6 months5.41%15.10%
1 year-3.84%22.72%
5 years (annualized)N/A13.49%
10 years (annualized)N/A10.85%

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
20244.95%-7.19%2.92%3.21%-0.24%2.79%
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 10, indicating that it is in the bottom 10% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SDEX is 1010
^SDEX (Nations SkewDex)
The Sharpe Ratio Rank of ^SDEX is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of ^SDEX is 1111Sortino Ratio Rank
The Omega Ratio Rank of ^SDEX is 1111Omega Ratio Rank
The Calmar Ratio Rank of ^SDEX is 77Calmar Ratio Rank
The Martin Ratio Rank of ^SDEX is 99Martin 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.


^SDEX
Sharpe ratio
The chart of Sharpe ratio for ^SDEX, currently valued at -0.08, compared to the broader market-1.000.001.002.00-0.08
Sortino ratio
The chart of Sortino ratio for ^SDEX, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.000.18
Omega ratio
The chart of Omega ratio for ^SDEX, currently valued at 1.02, compared to the broader market0.801.001.201.401.02
Calmar ratio
The chart of Calmar ratio for ^SDEX, currently valued at -0.11, compared to the broader market0.001.002.003.004.005.00-0.11
Martin ratio
The chart of Martin ratio for ^SDEX, currently valued at -0.26, compared to the broader market0.005.0010.0015.0020.00-0.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market-1.000.001.002.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.00-1.000.001.002.003.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.001.002.003.004.005.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.005.0010.0015.0020.008.02

Sharpe Ratio

The current Nations SkewDex Sharpe ratio is -0.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Nations SkewDex with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJune
-0.08
2.14
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-20.71%
-0.04%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

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 20.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.12%May 16, 2023147Dec 13, 2023
-11.19%Feb 17, 20238Mar 1, 202310Mar 15, 202318
-8.4%Mar 21, 202310Apr 3, 202312Apr 20, 202322
-2.87%Apr 25, 20234Apr 28, 20235May 5, 20239
-2.12%Mar 16, 20231Mar 16, 20232Mar 20, 20233

Volatility

Volatility Chart

The current Nations SkewDex volatility is 12.11%, 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.


5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
12.11%
2.26%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)