Nations SkewDex (^SDEX)
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.
Compare to other instruments
Return
Nations SkewDex had a return of 18.67% year-to-date (YTD) and 18.27% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 1.87% | 0.86% |
| Year-To-Date | 18.67% | 9.53% |
| 6 months | 18.27% | 9.25% |
| 1 year | 18.27% | 9.25% |
| 5 years (annualized) | N/A | N/A |
| 10 years (annualized) | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.84% | -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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SDEX Nations SkewDex | N/A | ||||
^GSPC S&P 500 | 0.27 |
Not enough dataDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2023 | 8 | Mar 1, 2023 | 10 | Mar 15, 2023 | 18 |
| -8.4% | Mar 21, 2023 | 10 | Apr 3, 2023 | 12 | Apr 20, 2023 | 22 |
| -5.56% | May 16, 2023 | 3 | May 18, 2023 | — | — | — |
| -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 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.