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

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.


-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
18.80%
9.23%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

Returns By Period

Nations SkewDex had a return of 21.07% year-to-date (YTD) and 20.29% in the last 12 months.


^SDEX

YTD

21.07%

1M

1.04%

6M

18.05%

1Y

20.29%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

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%0.11%5.10%6.33%5.24%1.61%-7.14%21.07%
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 34, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SDEX is 3434
Overall Rank
The Sharpe Ratio Rank of ^SDEX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SDEX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^SDEX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ^SDEX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ^SDEX is 3232
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for ^SDEX, currently valued at 0.35, compared to the broader market-0.500.000.501.001.502.002.500.352.07
The chart of Sortino ratio for ^SDEX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.000.952.76
The chart of Omega ratio for ^SDEX, currently valued at 1.11, compared to the broader market0.901.001.101.201.301.401.111.39
The chart of Calmar ratio for ^SDEX, currently valued at 0.65, compared to the broader market0.001.002.003.000.653.05
The chart of Martin ratio for ^SDEX, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.4613.27
^SDEX
^GSPC

The current Nations SkewDex Sharpe ratio is 0.35. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.35
2.07
^SDEX (Nations SkewDex)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.31%
-1.91%
^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. Recovery took 160 trading sessions.

The current Nations SkewDex drawdown is 13.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.12%May 16, 2023147Dec 13, 2023160Aug 5, 2024307
-21.17%Aug 6, 202410Aug 19, 202485Dec 18, 202495
-13.31%Dec 19, 20243Dec 23, 2024
-11.19%Feb 17, 20238Mar 1, 202310Mar 15, 202318
-8.4%Mar 21, 202310Apr 3, 202312Apr 20, 202322

Volatility

Volatility Chart

The current Nations SkewDex volatility is 17.26%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.26%
3.82%
^SDEX (Nations SkewDex)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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