JPY 2,700.00
+40.00 (+1.50%)
JPY · as of 2026-08-18 · marketstack
From 679 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.14% | Sharpe | −0.18 |
| Sortino | −0.27 |
| Beta | 0.12 | Correlation | 0.05 |
| Up capture | −11.73% | Down capture | 58.43% |
| Max Drawdown | −60.00% | Ulcer Index | 34.03 |
| MTD | 5.16% | QTD | 3.51% |
| YTD | −18.27% | Window (ann., 3.0y) | −12.92% |
| Skewness | 0.27 | Excess Kurtosis | 3.82 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.07 |
| Gain/Pain | −0.03 | Hit Rate | 46.24% |
| Win/Loss | 1.10 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.60% | -6.71% | -4.19% | -5.91% |
| CVaR (ES) | -5.65% | -8.95% | -5.24% | -6.77% |
| VaR (Cornish-Fisher) | — | — | -3.80% | -7.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.00% | 2024-07-31 | 2026-06-04 | ongoing | 395 | — |
| -16.41% | 2023-08-31 | 2023-10-19 | 2024-01-10 | 33 | 53 |
| -12.97% | 2024-02-27 | 2024-04-17 | 2024-04-30 | 35 | 8 |
| -8.89% | 2024-06-07 | 2024-06-18 | 2024-07-08 | 6 | 14 |
| -6.83% | 2024-07-17 | 2024-07-26 | 2024-07-31 | 7 | 3 |
| -5.53% | 2024-05-02 | 2024-05-09 | 2024-05-17 | 3 | 6 |
| -5.52% | 2024-01-15 | 2024-01-26 | 2024-02-01 | 9 | 4 |
| -4.05% | 2024-05-27 | 2024-05-30 | 2024-06-06 | 3 | 5 |
| -3.23% | 2024-02-01 | 2024-02-02 | 2024-02-08 | 1 | 4 |
| -2.78% | 2024-05-20 | 2024-05-23 | 2024-05-27 | 3 | 2 |
Worst depth first · lengths in trading days.