Natural Alternatives International Inc (NAII)
6.21
-0.04
(-0.64%)
USD |
NASDAQ |
May 02, 16:00
6.21
0.00 (0.00%)
After-Hours: 20:00
Natural Alternatives International Max Drawdown (5Y): 71.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.54% |
March 31, 2024 | 71.54% |
February 29, 2024 | 71.54% |
January 31, 2024 | 71.54% |
December 31, 2023 | 71.54% |
November 30, 2023 | 71.54% |
October 31, 2023 | 71.54% |
September 30, 2023 | 71.54% |
August 31, 2023 | 71.54% |
July 31, 2023 | 63.96% |
June 30, 2023 | 63.96% |
May 31, 2023 | 63.96% |
April 30, 2023 | 63.96% |
March 31, 2023 | 63.96% |
February 28, 2023 | 63.96% |
January 31, 2023 | 63.96% |
December 31, 2022 | 63.96% |
November 30, 2022 | 63.96% |
October 31, 2022 | 63.96% |
September 30, 2022 | 63.96% |
August 31, 2022 | 63.96% |
July 31, 2022 | 63.96% |
June 30, 2022 | 63.96% |
May 31, 2022 | 63.96% |
April 30, 2022 | 63.96% |
Date | Value |
---|---|
March 31, 2022 | 63.96% |
February 28, 2022 | 63.96% |
January 31, 2022 | 63.96% |
December 31, 2021 | 63.96% |
November 30, 2021 | 63.96% |
October 31, 2021 | 63.96% |
September 30, 2021 | 63.96% |
August 31, 2021 | 63.96% |
July 31, 2021 | 63.96% |
June 30, 2021 | 63.96% |
May 31, 2021 | 63.96% |
April 30, 2021 | 63.96% |
March 31, 2021 | 63.96% |
February 28, 2021 | 63.96% |
January 31, 2021 | 63.96% |
December 31, 2020 | 63.96% |
November 30, 2020 | 63.96% |
October 31, 2020 | 63.96% |
September 30, 2020 | 63.96% |
August 31, 2020 | 63.96% |
July 31, 2020 | 63.96% |
June 30, 2020 | 63.96% |
May 31, 2020 | 63.96% |
April 30, 2020 | 63.96% |
March 31, 2020 | 63.96% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
49.09%
Minimum
Dec 2019
71.54%
Maximum
Aug 2023
62.90%
Average
63.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Spectrum Brands Holdings Inc | 79.43% |
Mondelez International Inc | 29.74% |
RegalWorks Media Inc | 94.63% |
Utz Brands Inc | 60.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.84 |
Beta (5Y) | 0.5443 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.04% |
Historical Sharpe Ratio (5Y) | -0.3843 |
Historical Sortino (5Y) | -0.766 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.03% |