Naspers Ltd (NAPRF)
191.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Naspers Max Drawdown (5Y): 72.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.04% |
March 31, 2024 | 72.04% |
February 29, 2024 | 72.04% |
January 31, 2024 | 72.04% |
December 31, 2023 | 72.04% |
November 30, 2023 | 72.04% |
October 31, 2023 | 72.04% |
September 30, 2023 | 72.04% |
August 31, 2023 | 72.04% |
July 31, 2023 | 72.04% |
June 30, 2023 | 72.04% |
May 31, 2023 | 72.04% |
April 30, 2023 | 72.04% |
March 31, 2023 | 72.04% |
February 28, 2023 | 72.04% |
January 31, 2023 | 72.04% |
December 31, 2022 | 72.04% |
November 30, 2022 | 72.04% |
October 31, 2022 | 72.04% |
September 30, 2022 | 72.04% |
August 31, 2022 | 72.04% |
July 31, 2022 | 72.04% |
June 30, 2022 | 72.04% |
May 31, 2022 | 72.04% |
April 30, 2022 | 70.41% |
Date | Value |
---|---|
March 31, 2022 | 66.19% |
February 28, 2022 | 65.44% |
January 31, 2022 | 65.44% |
December 31, 2021 | 65.44% |
November 30, 2021 | 65.44% |
October 31, 2021 | 65.44% |
September 30, 2021 | 65.44% |
August 31, 2021 | 65.44% |
July 31, 2021 | 65.44% |
June 30, 2021 | 65.44% |
May 31, 2021 | 65.44% |
April 30, 2021 | 65.44% |
March 31, 2021 | 65.44% |
February 28, 2021 | 65.44% |
January 31, 2021 | 65.44% |
December 31, 2020 | 65.44% |
November 30, 2020 | 65.44% |
October 31, 2020 | 65.44% |
September 30, 2020 | 65.44% |
August 31, 2020 | 65.44% |
July 31, 2020 | 65.44% |
June 30, 2020 | 65.44% |
May 31, 2020 | 65.44% |
April 30, 2020 | 65.44% |
March 31, 2020 | 65.44% |
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
48.30%
Minimum
May 2019
72.04%
Maximum
May 2022
66.02%
Average
65.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MTN Group Ltd | 88.54% |
Vodacom Group Ltd | 57.96% |
MultiChoice Group Ltd | 62.13% |
Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.37 |
Beta (5Y) | 0.8029 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.09% |
Historical Sharpe Ratio (5Y) | -0.1788 |
Historical Sortino (5Y) | -0.3188 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.33% |