Northern Trust Corp (NTRS)
84.62
+1.12
(+1.34%)
USD |
NASDAQ |
May 03, 16:00
84.64
+0.02
(+0.02%)
After-Hours: 20:00
Northern Trust Max Drawdown (5Y): 50.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.00% |
March 31, 2024 | 50.00% |
February 29, 2024 | 50.00% |
January 31, 2024 | 50.00% |
December 31, 2023 | 50.00% |
November 30, 2023 | 50.00% |
October 31, 2023 | 50.00% |
September 30, 2023 | 45.86% |
August 31, 2023 | 45.86% |
July 31, 2023 | 45.86% |
June 30, 2023 | 45.86% |
May 31, 2023 | 45.86% |
April 30, 2023 | 42.75% |
March 31, 2023 | 42.75% |
February 28, 2023 | 42.75% |
January 31, 2023 | 42.75% |
December 31, 2022 | 42.75% |
November 30, 2022 | 42.75% |
October 31, 2022 | 42.75% |
September 30, 2022 | 42.75% |
August 31, 2022 | 42.75% |
July 31, 2022 | 42.75% |
June 30, 2022 | 42.75% |
May 31, 2022 | 42.75% |
April 30, 2022 | 42.75% |
Date | Value |
---|---|
March 31, 2022 | 42.75% |
February 28, 2022 | 42.75% |
January 31, 2022 | 42.75% |
December 31, 2021 | 42.75% |
November 30, 2021 | 42.75% |
October 31, 2021 | 42.75% |
September 30, 2021 | 42.75% |
August 31, 2021 | 42.75% |
July 31, 2021 | 42.75% |
June 30, 2021 | 42.75% |
May 31, 2021 | 42.75% |
April 30, 2021 | 42.75% |
March 31, 2021 | 42.75% |
February 28, 2021 | 42.75% |
January 31, 2021 | 42.75% |
December 31, 2020 | 42.75% |
November 30, 2020 | 42.75% |
October 31, 2020 | 42.75% |
September 30, 2020 | 42.75% |
August 31, 2020 | 42.75% |
July 31, 2020 | 42.75% |
June 30, 2020 | 42.75% |
May 31, 2020 | 42.75% |
April 30, 2020 | 42.75% |
March 31, 2020 | 42.75% |
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
30.01%
Minimum
May 2019
50.00%
Maximum
Oct 2023
41.73%
Average
42.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Morgan Stanley | 51.33% |
Bank of New York Mellon Corp | 50.50% |
PNC Financial Services Group Inc | 49.58% |
BlackRock Inc | 43.88% |
Fifth Third Bancorp | 64.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.05 |
Beta (5Y) | 1.128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.18% |
Historical Sharpe Ratio (5Y) | -0.0822 |
Historical Sortino (5Y) | -0.1249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.69% |