₩268,500.00
-6000.00 (-2.19%)
KRW · as of 2026-08-18 · marketstack
From 669 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.74% | Sharpe | 1.29 |
| Sortino | 2.08 |
| Beta | 1.32 | Correlation | 0.31 |
| Up capture | 193.48% | Down capture | −48.91% |
| Max Drawdown | −42.90% | Ulcer Index | 20.08 |
| MTD | 2.29% | QTD | −19.61% |
| YTD | 124.40% | Window (ann., 3.0y) | 61.42% |
| Skewness | 1.00 | Excess Kurtosis | 9.46 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.19 |
| Gain/Pain | 0.29 | Hit Rate | 49.48% |
| Win/Loss | 1.18 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.44% | -9.33% | -5.20% | -7.46% |
| CVaR (ES) | -7.37% | -11.21% | -6.58% | -8.59% |
| VaR (Cornish-Fisher) | — | — | -3.55% | -11.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.90% | 2026-06-18 | 2026-07-30 | ongoing | 29 | — |
| -42.85% | 2024-07-10 | 2024-11-14 | 2025-10-02 | 81 | 169 |
| -23.14% | 2026-02-26 | 2026-03-31 | 2026-04-21 | 19 | 15 |
| -18.03% | 2026-06-02 | 2026-06-08 | 2026-06-18 | 3 | 8 |
| -14.67% | 2025-11-03 | 2025-11-21 | 2025-12-23 | 14 | 22 |
| -13.83% | 2024-04-04 | 2024-05-30 | 2024-07-05 | 36 | 23 |
| -10.80% | 2024-01-02 | 2024-01-17 | 2024-03-26 | 11 | 45 |
| -8.61% | 2026-05-14 | 2026-05-15 | 2026-05-21 | 1 | 4 |
| -7.85% | 2023-09-15 | 2023-10-06 | 2023-11-15 | 11 | 27 |
| -7.39% | 2026-01-28 | 2026-02-02 | 2026-02-03 | 2 | 1 |
Worst depth first · lengths in trading days.