Nintendo Co Ltd (NTDOF)
49.34
+1.16
(+2.40%)
USD |
OTCM |
May 03, 16:00
Nintendo Max Drawdown (5Y): 39.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.76% |
| March 31, 2024 | 39.76% |
| February 29, 2024 | 39.76% |
| January 31, 2024 | 39.76% |
| December 31, 2023 | 40.96% |
| November 30, 2023 | 42.36% |
| October 31, 2023 | 42.36% |
| September 30, 2023 | 44.54% |
| August 31, 2023 | 44.54% |
| July 31, 2023 | 44.54% |
| June 30, 2023 | 44.54% |
| May 31, 2023 | 44.54% |
| April 30, 2023 | 44.54% |
| March 31, 2023 | 44.54% |
| February 28, 2023 | 44.54% |
| January 31, 2023 | 44.54% |
| December 31, 2022 | 44.54% |
| November 30, 2022 | 44.54% |
| October 31, 2022 | 44.54% |
| September 30, 2022 | 44.54% |
| August 31, 2022 | 44.54% |
| July 31, 2022 | 44.54% |
| June 30, 2022 | 44.54% |
| May 31, 2022 | 44.54% |
| April 30, 2022 | 44.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.54% |
| February 28, 2022 | 44.54% |
| January 31, 2022 | 44.54% |
| December 31, 2021 | 44.54% |
| November 30, 2021 | 44.54% |
| October 31, 2021 | 44.54% |
| September 30, 2021 | 44.54% |
| August 31, 2021 | 44.54% |
| July 31, 2021 | 44.54% |
| June 30, 2021 | 44.54% |
| May 31, 2021 | 44.54% |
| April 30, 2021 | 44.54% |
| March 31, 2021 | 44.54% |
| February 28, 2021 | 44.54% |
| January 31, 2021 | 44.54% |
| December 31, 2020 | 44.54% |
| November 30, 2020 | 45.49% |
| October 31, 2020 | 53.70% |
| September 30, 2020 | 53.70% |
| August 31, 2020 | 53.70% |
| July 31, 2020 | 53.70% |
| June 30, 2020 | 53.70% |
| May 31, 2020 | 53.70% |
| April 30, 2020 | 53.70% |
| March 31, 2020 | 53.70% |
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
39.76%
Minimum
Jan 2024
71.43%
Maximum
May 2019
49.12%
Average
44.54%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 21.25% |
| SoftBank Group Corp | 65.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.131 |
| Beta (5Y) | 0.3809 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.54% |
| Historical Sharpe Ratio (5Y) | 0.3041 |
| Historical Sortino (5Y) | 0.5989 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.87% |