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Nations SkewDex (^SDEX)

Index · Currency in USD · Last updated May 27, 2023

Share Price Chart


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Performance

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.


0.00%5.00%10.00%15.00%20.00%2023FebruaryMarchAprilMay
18.27%
9.25%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

S&P 500

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Nations SkewDex

Return

Nations SkewDex had a return of 18.67% year-to-date (YTD) and 18.27% in the last 12 months.


PeriodReturnBenchmark
1 month1.87%0.86%
Year-To-Date18.67%9.53%
6 months18.27%9.25%
1 year18.27%9.25%
5 years (annualized)N/AN/A
10 years (annualized)N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.84%-6.59%9.64%4.51%
2022-0.34%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Nations SkewDex (^SDEX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^SDEX
Nations SkewDex
N/A
^GSPC
S&P 500
0.27

Sharpe 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 chart below displays rolling 12-month Sharpe Ratio.


Chart placeholderNot enough data

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2023FebruaryMarchAprilMay
-3.97%
0
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Nations SkewDex. 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 Nations SkewDex is 11.19%, recorded on Mar 1, 2023. It took 10 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.19%Feb 17, 20238Mar 1, 202310Mar 15, 202318
-8.4%Mar 21, 202310Apr 3, 202312Apr 20, 202322
-5.56%May 16, 20233May 18, 2023
-2.87%Apr 25, 20234Apr 28, 20235May 5, 20239
-2.12%Mar 16, 20231Mar 16, 20232Mar 20, 20233

Volatility Chart

The current Nations SkewDex volatility is 6.83%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%Feb 05Feb 12Feb 19Feb 26Mar 05Mar 12Mar 19Mar 26Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21
6.83%
3.82%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)