National Australia Bank Ltd (NAUBF)
22.65
-0.05
(-0.22%)
USD |
OTCM |
May 22, 13:39
National Australia Bank Max Drawdown (5Y): 67.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.16% |
March 31, 2024 | 67.16% |
February 29, 2024 | 67.16% |
January 31, 2024 | 67.16% |
December 31, 2023 | 67.16% |
November 30, 2023 | 67.16% |
October 31, 2023 | 67.16% |
September 30, 2023 | 67.16% |
August 31, 2023 | 67.16% |
July 31, 2023 | 67.16% |
June 30, 2023 | 67.16% |
May 31, 2023 | 67.16% |
April 30, 2023 | 67.16% |
March 31, 2023 | 67.16% |
February 28, 2023 | 67.16% |
January 31, 2023 | 67.16% |
December 31, 2022 | 67.16% |
November 30, 2022 | 67.16% |
October 31, 2022 | 67.16% |
September 30, 2022 | 67.16% |
August 31, 2022 | 67.16% |
July 31, 2022 | 67.16% |
June 30, 2022 | 67.16% |
May 31, 2022 | 67.16% |
April 30, 2022 | 67.16% |
Date | Value |
---|---|
March 31, 2022 | 67.16% |
February 28, 2022 | 67.16% |
January 31, 2022 | 67.16% |
December 31, 2021 | 67.16% |
November 30, 2021 | 67.16% |
October 31, 2021 | 67.16% |
September 30, 2021 | 67.16% |
August 31, 2021 | 67.16% |
July 31, 2021 | 67.16% |
June 30, 2021 | 67.16% |
May 31, 2021 | 67.16% |
April 30, 2021 | 67.16% |
March 31, 2021 | 67.16% |
February 28, 2021 | 67.16% |
January 31, 2021 | 67.16% |
December 31, 2020 | 67.16% |
November 30, 2020 | 67.16% |
October 31, 2020 | 67.16% |
September 30, 2020 | 67.16% |
August 31, 2020 | 67.16% |
July 31, 2020 | 67.16% |
June 30, 2020 | 67.16% |
May 31, 2020 | 67.16% |
April 30, 2020 | 67.16% |
March 31, 2020 | 67.16% |
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
36.57%
Minimum
May 2019
67.16%
Maximum
Mar 2020
62.06%
Average
67.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Macquarie Group Ltd | 59.28% |
SIPP International Industries Inc | 99.80% |
Computershare Ltd | 64.60% |
Commonwealth Bank of Australia | 47.81% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.063 |
Beta (5Y) | 1.001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.80% |
Historical Sharpe Ratio (5Y) | 0.2394 |
Historical Sortino (5Y) | 0.2538 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.27% |