NEXON Co Ltd (NEXOY)
16.89
+0.07
(+0.42%)
USD |
OTCM |
May 20, 13:07
NEXON Max Drawdown (5Y): 56.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.11% |
| March 31, 2024 | 56.11% |
| February 29, 2024 | 56.11% |
| January 31, 2024 | 56.11% |
| December 31, 2023 | 56.11% |
| November 30, 2023 | 56.11% |
| October 31, 2023 | 56.11% |
| September 30, 2023 | 56.11% |
| August 31, 2023 | 56.11% |
| July 31, 2023 | 56.11% |
| June 30, 2023 | 56.11% |
| May 31, 2023 | 56.11% |
| April 30, 2023 | 56.11% |
| March 31, 2023 | 56.11% |
| February 28, 2023 | 56.11% |
| January 31, 2023 | 56.11% |
| December 31, 2022 | 56.11% |
| November 30, 2022 | 56.11% |
| October 31, 2022 | 56.11% |
| September 30, 2022 | 56.11% |
| August 31, 2022 | 56.11% |
| July 31, 2022 | 56.11% |
| June 30, 2022 | 56.11% |
| May 31, 2022 | 56.11% |
| April 30, 2022 | 56.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.11% |
| February 28, 2022 | 56.11% |
| January 31, 2022 | 56.11% |
| December 31, 2021 | 56.11% |
| November 30, 2021 | 56.11% |
| October 31, 2021 | 56.11% |
| September 30, 2021 | 53.40% |
| August 31, 2021 | 46.71% |
| July 31, 2021 | 40.75% |
| June 30, 2021 | 37.10% |
| May 31, 2021 | 33.10% |
| April 30, 2021 | 23.20% |
| March 31, 2021 | 23.20% |
| February 28, 2021 | 23.20% |
| January 31, 2021 | 23.20% |
| December 31, 2020 | 23.20% |
| November 30, 2020 | 23.20% |
| October 31, 2020 | 23.20% |
| September 30, 2020 | 23.20% |
| August 31, 2020 | 23.20% |
| July 31, 2020 | 23.20% |
| June 30, 2020 | 23.20% |
| May 31, 2020 | 23.20% |
| April 30, 2020 | 23.20% |
| March 31, 2020 | 23.20% |
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
19.28%
Minimum
May 2019
56.11%
Maximum
Oct 2021
41.46%
Average
56.11%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| KDDI Corp | 21.25% |
| Nippon Telegraph & Telephone Corp | 27.83% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.575 |
| Beta (5Y) | 0.498 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.47% |
| Historical Sharpe Ratio (5Y) | 0.0794 |
| Historical Sortino (5Y) | 0.1312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.35% |