₩79,600.00
+0.00 (+0.00%)
KRW · as of 2026-08-19 · marketstack
From 673 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.24% | Sharpe | 0.30 |
| Sortino | 0.47 |
| Beta | 0.76 | Correlation | 0.22 |
| Up capture | 115.99% | Down capture | 230.81% |
| Max Drawdown | −59.44% | Ulcer Index | 28.70 |
| MTD | 8.30% | QTD | 13.39% |
| YTD | −29.18% | Window (ann., 3.0y) | 2.79% |
Price only — no dividends, so this understates total return.
| Skewness | 0.78 | Excess Kurtosis | 7.36 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.12 |
| Gain/Pain | 0.06 | Hit Rate | 46.21% |
| Win/Loss | 1.18 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.30% | -6.73% | -4.94% | -7.01% |
| CVaR (ES) | -6.24% | -9.83% | -6.21% | -8.04% |
| VaR (Cornish-Fisher) | — | — | -3.78% | -9.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.44% | 2024-10-15 | 2026-06-26 | ongoing | 361 | — |
| -29.66% | 2023-09-11 | 2023-10-26 | 2024-06-07 | 28 | 150 |
| -15.34% | 2024-07-24 | 2024-08-05 | 2024-08-23 | 8 | 13 |
| -14.96% | 2024-08-30 | 2024-09-09 | 2024-09-20 | 4 | 6 |
| -11.27% | 2024-09-24 | 2024-10-02 | 2024-10-10 | 5 | 4 |
| -9.17% | 2024-06-07 | 2024-06-12 | 2024-07-01 | 2 | 13 |
| -8.11% | 2024-07-01 | 2024-07-02 | 2024-07-05 | 1 | 3 |
| -7.41% | 2023-08-25 | 2023-09-05 | 2023-09-11 | 7 | 4 |
| -2.35% | 2024-07-05 | 2024-07-08 | 2024-07-12 | 1 | 4 |
| -1.95% | 2024-07-18 | 2024-07-19 | 2024-07-24 | 1 | 3 |
Worst depth first · lengths in trading days.