Navient Corp (NAVI)
15.48
-0.28
(-1.81%)
USD |
NASDAQ |
May 07, 16:00
15.48
0.00 (0.00%)
After-Hours: 17:24
Navient Max Drawdown (5Y): 67.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.67% |
March 31, 2024 | 67.67% |
February 29, 2024 | 67.67% |
January 31, 2024 | 67.67% |
December 31, 2023 | 67.67% |
November 30, 2023 | 67.67% |
October 31, 2023 | 67.67% |
September 30, 2023 | 67.67% |
August 31, 2023 | 67.67% |
July 31, 2023 | 67.67% |
June 30, 2023 | 67.67% |
May 31, 2023 | 67.67% |
April 30, 2023 | 67.67% |
March 31, 2023 | 67.67% |
February 28, 2023 | 67.67% |
January 31, 2023 | 67.67% |
December 31, 2022 | 67.67% |
November 30, 2022 | 67.67% |
October 31, 2022 | 67.67% |
September 30, 2022 | 67.67% |
August 31, 2022 | 67.67% |
July 31, 2022 | 67.67% |
June 30, 2022 | 67.67% |
May 31, 2022 | 67.67% |
April 30, 2022 | 67.67% |
Date | Value |
---|---|
March 31, 2022 | 67.67% |
February 28, 2022 | 67.67% |
January 31, 2022 | 67.67% |
December 31, 2021 | 67.67% |
November 30, 2021 | 67.67% |
October 31, 2021 | 67.67% |
September 30, 2021 | 67.67% |
August 31, 2021 | 67.67% |
July 31, 2021 | 67.67% |
June 30, 2021 | 67.67% |
May 31, 2021 | 67.67% |
April 30, 2021 | 67.67% |
March 31, 2021 | 67.67% |
February 28, 2021 | 67.67% |
January 31, 2021 | 67.67% |
December 31, 2020 | 67.67% |
November 30, 2020 | 67.67% |
October 31, 2020 | 67.67% |
September 30, 2020 | 67.67% |
August 31, 2020 | 67.67% |
July 31, 2020 | 67.67% |
June 30, 2020 | 67.67% |
May 31, 2020 | 67.67% |
April 30, 2020 | 67.67% |
March 31, 2020 | 67.67% |
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
61.12%
Minimum
May 2019
67.67%
Maximum
Mar 2020
66.58%
Average
67.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ally Financial Inc | 66.24% |
Oaktree Specialty Lending Corp | 57.20% |
SLM Corp | 51.78% |
PayPal Holdings Inc | 83.67% |
LM Funding America Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.69 |
Beta (5Y) | 1.394 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.73% |
Historical Sharpe Ratio (5Y) | 0.1189 |
Historical Sortino (5Y) | 0.1557 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.85% |