₩266,000.00
-4500.00 (-1.66%)
KRW · as of 2026-08-19 · marketstack
From 674 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.41% | Sharpe | −0.20 |
| Sortino | −0.32 |
| Beta | 1.66 | Correlation | 0.37 |
| Up capture | 57.76% | Down capture | 291.70% |
| Max Drawdown | −69.07% | Ulcer Index | 43.50 |
| MTD | 3.10% | QTD | −5.00% |
| YTD | −19.61% | Window (ann., 3.0y) | −22.16% |
| Skewness | 2.61 | Excess Kurtosis | 31.43 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.06 |
| Gain/Pain | −0.04 | Hit Rate | 45.85% |
| Win/Loss | 1.08 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.32% | -8.33% | -6.10% | -8.61% |
| CVaR (ES) | -7.45% | -11.00% | -7.64% | -9.85% |
| VaR (Cornish-Fisher) | — | — | -0.56% | -19.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.07% | 2023-09-05 | 2025-05-23 | ongoing | 403 | — |
| -2.27% | 2023-08-22 | 2023-08-29 | 2023-08-30 | 5 | 1 |
| -2.23% | 2023-08-31 | 2023-09-01 | 2023-09-04 | 1 | 1 |
| -0.18% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.