₩298,000.00
-16000.00 (-5.10%)
KRW · as of 2026-08-18 · marketstack
From 683 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 78.63% | Sharpe | 1.28 |
| Sortino | 2.07 |
| Beta | 1.50 | Correlation | 0.23 |
| Up capture | 268.82% | Down capture | −112.83% |
| Max Drawdown | −52.25% | Ulcer Index | 21.85 |
| MTD | −3.40% | QTD | −17.45% |
| YTD | −33.70% | Window (ann., 3.0y) | 87.62% |
Price only — no dividends, so this understates total return.
| Skewness | 0.47 | Excess Kurtosis | 3.31 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.40 |
| Gain/Pain | 0.26 | Hit Rate | 49.19% |
| Win/Loss | 1.24 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.16% | -11.75% | -7.75% | -11.12% |
| CVaR (ES) | -9.78% | -16.31% | -9.82% | -12.80% |
| VaR (Cornish-Fisher) | — | — | -6.74% | -12.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.25% | 2025-11-18 | 2026-08-04 | ongoing | 172 | — |
| -37.82% | 2024-11-11 | 2024-12-20 | 2025-07-29 | 29 | 105 |
| -32.35% | 2023-09-25 | 2023-10-25 | 2023-12-01 | 17 | 27 |
| -27.51% | 2023-12-28 | 2024-02-01 | 2024-02-22 | 23 | 13 |
| -26.74% | 2024-03-26 | 2024-04-17 | 2024-06-04 | 15 | 31 |
| -18.41% | 2024-07-30 | 2024-08-05 | 2024-09-02 | 4 | 19 |
| -17.92% | 2023-12-01 | 2023-12-15 | 2023-12-21 | 10 | 4 |
| -14.79% | 2025-09-22 | 2025-10-16 | 2025-11-03 | 13 | 12 |
| -11.85% | 2025-07-30 | 2025-08-21 | 2025-09-02 | 11 | 7 |
| -11.23% | 2024-06-25 | 2024-07-04 | 2024-07-24 | 7 | 14 |
Worst depth first · lengths in trading days.