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Issuer
Expat
Inception Date
Feb 5, 2018
Region
Europe (Slovakia)
Leveraged
1x (No leverage)
Index Tracked
SAX Index
Domicile
Bulgaria
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Expat Slovakia SAX UCITS ETF

Performance

SK9A.DE Performance Chart

Expat Slovakia SAX UCITS ETF (SK9A.DE) is down 5.2% since the beginning of the year. SK9A.DE is currently trading at €0 per share. Investors who bought €1,000 worth of SK9A.DE shares 5 years ago would now be looking at an investment worth €548.


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S&P 500 Index

Returns By Period

Expat Slovakia SAX UCITS ETF (SK9A.DE) has returned -5.23% so far this year and -8.43% over the past 12 months.


Expat Slovakia SAX UCITS ETF

1D
0.09%
1M
4.26%
6M
-3.96%
YTD
-5.23%
1Y
-8.43%
3Y*
-8.81%
5Y*
-11.34%
10Y*

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SK9A.DE Monthly Returns History

Based on dividend-adjusted daily data since Apr 16, 2018, SK9A.DE's average daily return is -0.01%, while the average monthly return is -0.74%.

Historically, 34% of months were positive and 66% were negative. The best month was Aug 2018 with a return of +7.1%, while the worst month was May 2018 at -10.1%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 10 months.

On a daily basis, SK9A.DE closed higher 32% of trading days. The best single day was Oct 20, 2020 with a return of +93.0%, while the worst single day was Oct 21, 2020 at -48.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.99%-0.94%-8.55%1.60%2.69%4.92%-2.50%-5.23%
2025-0.39%-2.89%1.02%1.17%-0.53%-0.77%-1.46%-2.91%-2.32%-1.04%2.18%0.08%-7.70%
2024-2.47%-0.28%-2.83%0.99%-0.55%-1.73%-0.71%-0.96%-0.56%-0.94%-1.10%-1.05%-11.57%
2023-2.42%1.29%0.35%-0.42%-0.27%0.52%-0.49%2.97%-0.70%-3.00%-1.48%1.03%-2.72%
2022-0.83%-2.31%-0.72%-1.11%-4.14%-2.87%-4.96%-7.92%-1.06%-2.77%0.13%-0.95%-26.07%
2021-0.26%5.25%-0.93%0.52%-0.12%-2.20%0.04%-1.14%0.40%-0.62%-0.56%0.43%0.64%

Benchmark Metrics

Expat Slovakia SAX UCITS ETF has an annualized alpha of -2.83%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 16, 2018.

  • This ETF participated in 36.64% of S&P 500 Index downside but only -11.42% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-2.83%
Beta
-0.01
0.00
Upside Capture
-11.42%
Downside Capture
36.64%

Expense Ratio

SK9A.DE has a high expense ratio of 1.38%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SK9A.DE ranks 3 for risk / return — in the bottom 3% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SK9A.DE Risk / Return Rank: 33
Overall Rank
SK9A.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SK9A.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SK9A.DE Omega Ratio Rank: 22
Omega Ratio Rank
SK9A.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
SK9A.DE Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Expat Slovakia SAX UCITS ETF (SK9A.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SK9A.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-3.50

Omega ratioGain probability vs. loss probability

0.84

1.33

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.55

3.01

-3.55

Martin ratioReturn relative to average drawdown

-1.04

11.10

-12.14

Dividends

Dividend History


Expat Slovakia SAX UCITS ETF doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Expat Slovakia SAX UCITS ETF. 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 Expat Slovakia SAX UCITS ETF was 73.30%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Expat Slovakia SAX UCITS ETF drawdown is 71.32%.


Drawdown

Fall

Recovery

Underwater

Related event

-73.30%Mar 2026
5y 5mo
5y 8moOct 2020 - now
-22.14%Mar 2020
1y 11mo6mo 28d
2y 5moApr 2018 - Oct 2020
COVID crash2020
-0.05%Apr 2018
0s1d
1dApr 2018 - Apr 2018

Drawdown Indicators


SK9A.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.30%

-51.17%

-22.13%

Max Drawdown (1Y)

Largest decline over 1 year

-15.32%

-7.57%

-7.75%

Max Drawdown (3Y)

Largest decline over 3 years

-31.08%

-23.99%

-7.09%

Max Drawdown (5Y)

Largest decline over 5 years

-49.50%

-23.99%

-25.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-71.32%

-0.52%

-70.80%

Average Drawdown

Average peak-to-trough decline

-45.90%

-8.90%

-37.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.06%

2.04%

+6.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SK9A.DE

Add Expat Slovakia SAX UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SK9A.DE