JPY 5,280.00
-255.00 (-4.61%)
JPY · as of 2026-08-19 · marketstack
From 669 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.62% | Sharpe | 0.85 |
| Sortino | 1.25 |
| Beta | 0.58 | Correlation | 0.20 |
| Up capture | 41.63% | Down capture | −137.04% |
| Max Drawdown | −25.64% | Ulcer Index | 9.69 |
| MTD | 6.34% | QTD | −10.10% |
| YTD | 60.03% | Window (ann., 3.0y) | 23.95% |
| Skewness | −0.22 | Excess Kurtosis | 9.68 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.22 |
| Gain/Pain | 0.17 | Hit Rate | 52.47% |
| Win/Loss | 1.04 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.98% | -5.11% | -3.67% | -5.24% |
| CVaR (ES) | -4.91% | -9.18% | -4.64% | -6.03% |
| VaR (Cornish-Fisher) | — | — | -3.36% | -10.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.64% | 2025-11-04 | 2026-01-09 | 2026-02-16 | 41 | 23 |
| -21.64% | 2026-07-01 | 2026-07-30 | ongoing | 20 | — |
| -18.76% | 2024-12-09 | 2025-04-07 | 2025-05-16 | 77 | 19 |
| -18.32% | 2024-07-22 | 2024-08-07 | 2024-11-08 | 12 | 59 |
| -17.47% | 2023-08-31 | 2023-12-18 | 2024-01-22 | 69 | 21 |
| -15.94% | 2026-02-27 | 2026-03-23 | 2026-04-30 | 14 | 27 |
| -14.67% | 2026-05-14 | 2026-06-10 | 2026-06-18 | 19 | 6 |
| -13.84% | 2024-01-23 | 2024-03-15 | 2024-07-11 | 36 | 79 |
| -11.04% | 2026-06-22 | 2026-06-24 | 2026-07-01 | 2 | 5 |
| -4.09% | 2026-04-30 | 2026-05-01 | 2026-05-11 | 1 | 3 |
Worst depth first · lengths in trading days.