Nestle SA (NSRGY)
106.30
+2.46
(+2.37%)
USD |
OTCM |
May 31, 16:00
Nestle Max Drawdown (5Y): 25.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 25.08% |
April 30, 2024 | 25.08% |
March 31, 2024 | 24.42% |
February 29, 2024 | 24.42% |
January 31, 2024 | 24.42% |
December 31, 2023 | 24.42% |
November 30, 2023 | 24.42% |
October 31, 2023 | 24.42% |
September 30, 2023 | 24.42% |
August 31, 2023 | 24.42% |
July 31, 2023 | 24.42% |
June 30, 2023 | 24.42% |
May 31, 2023 | 24.42% |
April 30, 2023 | 24.42% |
March 31, 2023 | 24.42% |
February 28, 2023 | 24.42% |
January 31, 2023 | 24.42% |
December 31, 2022 | 24.42% |
November 30, 2022 | 24.42% |
October 31, 2022 | 24.42% |
September 30, 2022 | 22.83% |
August 31, 2022 | 21.71% |
July 31, 2022 | 21.71% |
June 30, 2022 | 21.71% |
May 31, 2022 | 19.39% |
Date | Value |
---|---|
April 30, 2022 | 19.39% |
March 31, 2022 | 19.39% |
February 28, 2022 | 19.39% |
January 31, 2022 | 19.39% |
December 31, 2021 | 19.39% |
November 30, 2021 | 19.39% |
October 31, 2021 | 19.39% |
September 30, 2021 | 19.39% |
August 31, 2021 | 19.74% |
July 31, 2021 | 19.74% |
June 30, 2021 | 19.74% |
May 31, 2021 | 19.74% |
April 30, 2021 | 19.74% |
March 31, 2021 | 19.74% |
February 28, 2021 | 19.74% |
January 31, 2021 | 19.74% |
December 31, 2020 | 19.74% |
November 30, 2020 | 19.74% |
October 31, 2020 | 19.74% |
September 30, 2020 | 19.74% |
August 31, 2020 | 19.74% |
July 31, 2020 | 19.74% |
June 30, 2020 | 19.74% |
May 31, 2020 | 19.74% |
April 30, 2020 | 19.74% |
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
19.39%
Minimum
Sep 2021
25.08%
Maximum
Apr 2024
21.42%
Average
19.74%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Coca-Cola HBC AG | 51.91% |
Chocoladefabriken Lindt & Spruengli AG | -- |
Barry Callebaut AG | 51.09% |
DSM Firmenich AG | -- |
Galderma Group AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.584 |
Beta (5Y) | 0.5511 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.26% |
Historical Sharpe Ratio (5Y) | 0.114 |
Historical Sortino (5Y) | 0.1992 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.90% |