Nomura Research Institute Ltd (NRILY)
26.06
+0.18
(+0.72%)
USD |
OTCM |
May 06, 10:35
Nomura Research Institute Max Drawdown (5Y): 52.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.45% |
| March 31, 2024 | 52.45% |
| February 29, 2024 | 52.45% |
| January 31, 2024 | 52.45% |
| December 31, 2023 | 52.45% |
| November 30, 2023 | 52.45% |
| October 31, 2023 | 52.45% |
| September 30, 2023 | 52.45% |
| August 31, 2023 | 52.45% |
| July 31, 2023 | 52.45% |
| June 30, 2023 | 52.45% |
| May 31, 2023 | 52.45% |
| April 30, 2023 | 52.45% |
| March 31, 2023 | 52.45% |
| February 28, 2023 | 52.45% |
| January 31, 2023 | 52.45% |
| December 31, 2022 | 52.45% |
| November 30, 2022 | 52.45% |
| October 31, 2022 | 50.48% |
| September 30, 2022 | 46.83% |
| August 31, 2022 | 44.04% |
| July 31, 2022 | 44.04% |
| June 30, 2022 | 44.04% |
| May 31, 2022 | 44.04% |
| April 30, 2022 | 36.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.25% |
| February 28, 2022 | 30.25% |
| January 31, 2022 | 30.25% |
| December 31, 2021 | 30.25% |
| November 30, 2021 | 30.25% |
| October 31, 2021 | 30.25% |
| September 30, 2021 | 30.25% |
| August 31, 2021 | 30.25% |
| July 31, 2021 | 30.25% |
| June 30, 2021 | 30.25% |
| May 31, 2021 | 30.25% |
| April 30, 2021 | 30.25% |
| March 31, 2021 | 30.25% |
| February 28, 2021 | 30.25% |
| January 31, 2021 | 30.25% |
| December 31, 2020 | 30.25% |
| November 30, 2020 | 30.25% |
| October 31, 2020 | 30.25% |
| September 30, 2020 | 30.25% |
| August 31, 2020 | 30.25% |
| July 31, 2020 | 30.25% |
| June 30, 2020 | 30.25% |
| May 31, 2020 | 30.25% |
| April 30, 2020 | 30.25% |
| March 31, 2020 | 30.25% |
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
28.02%
Minimum
May 2019
52.45%
Maximum
Nov 2022
38.17%
Average
30.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.582 |
| Beta (5Y) | 0.5571 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.73% |
| Historical Sharpe Ratio (5Y) | 0.3085 |
| Historical Sortino (5Y) | 0.4944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |