Natures Sunshine Products Inc (NATR)
19.06
-0.32
(-1.65%)
USD |
NASDAQ |
May 03, 16:00
19.04
-0.02
(-0.10%)
After-Hours: 20:00
Natures Sunshine Products Max Drawdown (5Y): 62.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.00% |
March 31, 2024 | 62.00% |
February 29, 2024 | 62.00% |
January 31, 2024 | 62.00% |
December 31, 2023 | 62.00% |
November 30, 2023 | 62.00% |
October 31, 2023 | 62.00% |
September 30, 2023 | 62.00% |
August 31, 2023 | 62.00% |
July 31, 2023 | 62.00% |
June 30, 2023 | 62.00% |
May 31, 2023 | 62.00% |
April 30, 2023 | 62.00% |
March 31, 2023 | 62.00% |
February 28, 2023 | 62.00% |
January 31, 2023 | 62.00% |
December 31, 2022 | 62.00% |
November 30, 2022 | 62.00% |
October 31, 2022 | 62.00% |
September 30, 2022 | 62.00% |
August 31, 2022 | 62.00% |
July 31, 2022 | 62.00% |
June 30, 2022 | 62.00% |
May 31, 2022 | 62.00% |
April 30, 2022 | 62.00% |
Date | Value |
---|---|
March 31, 2022 | 62.00% |
February 28, 2022 | 62.00% |
January 31, 2022 | 62.00% |
December 31, 2021 | 62.00% |
November 30, 2021 | 62.00% |
October 31, 2021 | 62.00% |
September 30, 2021 | 62.00% |
August 31, 2021 | 62.00% |
July 31, 2021 | 62.00% |
June 30, 2021 | 62.00% |
May 31, 2021 | 62.00% |
April 30, 2021 | 62.00% |
March 31, 2021 | 62.00% |
February 28, 2021 | 62.00% |
January 31, 2021 | 62.00% |
December 31, 2020 | 62.00% |
November 30, 2020 | 62.00% |
October 31, 2020 | 62.00% |
September 30, 2020 | 62.00% |
August 31, 2020 | 62.00% |
July 31, 2020 | 62.00% |
June 30, 2020 | 62.00% |
May 31, 2020 | 62.00% |
April 30, 2020 | 62.00% |
March 31, 2020 | 62.00% |
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
57.15%
Minimum
May 2019
62.00%
Maximum
Mar 2020
61.19%
Average
62.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Bridgford Foods Corp | 71.79% |
The Hain Celestial Group Inc | 88.02% |
Better Choice Co Inc | 99.85% |
Laird Superfood Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.416 |
Beta (5Y) | 0.848 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.46% |
Historical Sharpe Ratio (5Y) | 0.4352 |
Historical Sortino (5Y) | 0.6369 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.76% |