JPY 2,310.50
+27.50 (+1.20%)
JPY · as of 2026-08-18 · marketstack
From 677 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.86% | Sharpe | 0.31 |
| Sortino | 0.44 |
| Beta | −0.40 | Correlation | −0.19 |
| Up capture | 30.36% | Down capture | 7.92% |
| Max Drawdown | −39.45% | Ulcer Index | 21.77 |
| MTD | 4.93% | QTD | 6.23% |
| YTD | 12.07% | Window (ann., 3.0y) | 4.30% |
| Skewness | 0.24 | Excess Kurtosis | 4.61 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.91 |
| Gain/Pain | 0.06 | Hit Rate | 51.11% |
| Win/Loss | 1.00 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.83% | -4.78% | -2.85% | -4.05% |
| CVaR (ES) | -4.13% | -6.10% | -3.59% | -4.64% |
| VaR (Cornish-Fisher) | — | — | -2.57% | -5.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.45% | 2023-08-21 | 2025-04-09 | 2025-12-15 | 395 | 119 |
| -20.71% | 2026-04-01 | 2026-06-11 | ongoing | 47 | — |
| -10.38% | 2026-02-27 | 2026-03-04 | 2026-03-27 | 3 | 15 |
| -8.10% | 2026-01-14 | 2026-01-29 | 2026-02-05 | 11 | 5 |
| -4.23% | 2026-02-10 | 2026-02-17 | 2026-02-19 | 4 | 2 |
| -2.33% | 2026-02-19 | 2026-02-20 | 2026-02-27 | 1 | 4 |
| -2.00% | 2026-03-27 | 2026-03-31 | 2026-04-01 | 2 | 1 |
| -1.98% | 2025-12-16 | 2025-12-22 | 2026-01-05 | 4 | 7 |
| -0.76% | 2023-08-17 | 2023-08-18 | 2023-08-21 | 1 | 1 |
Worst depth first · lengths in trading days.