Naspers Ltd (NPSNY)
40.75
+0.64
(+1.60%)
USD |
OTCM |
May 03, 16:00
Naspers Max Drawdown (5Y): 66.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.27% |
March 31, 2024 | 66.27% |
February 29, 2024 | 66.27% |
January 31, 2024 | 66.27% |
December 31, 2023 | 66.27% |
November 30, 2023 | 66.27% |
October 31, 2023 | 66.27% |
September 30, 2023 | 66.27% |
August 31, 2023 | 66.27% |
July 31, 2023 | 66.27% |
June 30, 2023 | 66.27% |
May 31, 2023 | 66.27% |
April 30, 2023 | 66.27% |
March 31, 2023 | 66.27% |
February 28, 2023 | 66.27% |
January 31, 2023 | 66.27% |
December 31, 2022 | 66.27% |
November 30, 2022 | 66.27% |
October 31, 2022 | 66.27% |
September 30, 2022 | 66.27% |
August 31, 2022 | 66.27% |
July 31, 2022 | 66.27% |
June 30, 2022 | 66.27% |
May 31, 2022 | 66.27% |
April 30, 2022 | 63.63% |
Date | Value |
---|---|
March 31, 2022 | 62.29% |
February 28, 2022 | 51.46% |
January 31, 2022 | 48.20% |
December 31, 2021 | 48.20% |
November 30, 2021 | 48.20% |
October 31, 2021 | 48.20% |
September 30, 2021 | 48.20% |
August 31, 2021 | 48.20% |
July 31, 2021 | 48.20% |
June 30, 2021 | 48.20% |
May 31, 2021 | 48.20% |
April 30, 2021 | 48.20% |
March 31, 2021 | 48.20% |
February 28, 2021 | 48.20% |
January 31, 2021 | 48.20% |
December 31, 2020 | 48.20% |
November 30, 2020 | 48.20% |
October 31, 2020 | 48.20% |
September 30, 2020 | 48.20% |
August 31, 2020 | 48.20% |
July 31, 2020 | 48.20% |
June 30, 2020 | 48.20% |
May 31, 2020 | 48.20% |
April 30, 2020 | 48.20% |
March 31, 2020 | 48.20% |
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
47.76%
Minimum
May 2019
66.27%
Maximum
May 2022
55.90%
Average
48.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MTN Group Ltd | 88.54% |
Vodacom Group Ltd | 57.96% |
MultiChoice Group Ltd | 62.13% |
Inuvo Inc | 95.07% |
Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.979 |
Beta (5Y) | 0.5219 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.82% |
Historical Sharpe Ratio (5Y) | -0.0038 |
Historical Sortino (5Y) | -0.0075 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.28% |