A look at the recent moves in the Nikkei 225 index:

Of note are the negative returns (shown in blue in the chart above) since May 1, with the largest being a jaw-dropping -7.32% day on May 23rd.

Volatility shown is rolling, 90-day realized. Calculations are as of 6/13/2015, executed on daily data since 12/31/2012, in JPY. Volatility as calculated is the annualized standard deviation of lognormal daily returns.

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.

Current ten most volatile stocks in the S&P 500 and Nasdaq 100 indexes:

Top Ten S&P 500 Most Volatile Stocks:

Top Ten NASDAQ 100 Most Volatile Stocks:

YTD calculations are as of 12/10/2012, executed on daily data since 12/31/2011 (current) and 12/31/2010-12/31/2011 (last year). Volatility as calculated is the annualized standard deviation of lognormal daily returns.

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.

As the European debt crisis once again makes headlines, with no indications of a quick solution on the horizon, the US equity market has reacted by suffering from a bout of increased volatility. Should there be any doubt as to why, correlation of the S&P 500 to the Euro has been increasing as well. Below, we present a chart showing rolling 90 day realized volatility of the S&500 index (red line) along with rolling 90-day S&P 500 correlation to the Euro currency (blue line).

All calculations are as of 5/22/2012, executed on daily data since 4/1/2012.

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.