News Corp (NWS)
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NASDAQ |
May 01, 10:22
News Max Drawdown (5Y): 51.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.87% |
March 31, 2024 | 51.87% |
February 29, 2024 | 51.87% |
January 31, 2024 | 51.87% |
December 31, 2023 | 51.87% |
November 30, 2023 | 51.87% |
October 31, 2023 | 51.87% |
September 30, 2023 | 51.87% |
August 31, 2023 | 51.87% |
July 31, 2023 | 51.87% |
June 30, 2023 | 51.87% |
May 31, 2023 | 51.87% |
April 30, 2023 | 51.87% |
March 31, 2023 | 51.87% |
February 28, 2023 | 51.87% |
January 31, 2023 | 51.87% |
December 31, 2022 | 51.87% |
November 30, 2022 | 51.87% |
October 31, 2022 | 51.87% |
September 30, 2022 | 51.87% |
August 31, 2022 | 51.87% |
July 31, 2022 | 51.87% |
June 30, 2022 | 51.87% |
May 31, 2022 | 51.87% |
April 30, 2022 | 51.87% |
Date | Value |
---|---|
March 31, 2022 | 51.87% |
February 28, 2022 | 51.87% |
January 31, 2022 | 51.87% |
December 31, 2021 | 51.87% |
November 30, 2021 | 51.87% |
October 31, 2021 | 51.87% |
September 30, 2021 | 51.87% |
August 31, 2021 | 51.87% |
July 31, 2021 | 51.87% |
June 30, 2021 | 51.87% |
May 31, 2021 | 51.87% |
April 30, 2021 | 51.87% |
March 31, 2021 | 51.87% |
February 28, 2021 | 51.87% |
January 31, 2021 | 51.87% |
December 31, 2020 | 51.87% |
November 30, 2020 | 51.87% |
October 31, 2020 | 51.87% |
September 30, 2020 | 51.87% |
August 31, 2020 | 51.87% |
July 31, 2020 | 51.87% |
June 30, 2020 | 51.87% |
May 31, 2020 | 51.87% |
April 30, 2020 | 51.87% |
March 31, 2020 | 51.87% |
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
39.47%
Minimum
May 2019
51.87%
Maximum
Mar 2020
49.80%
Average
51.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Walt Disney Co | 60.72% |
Warner Music Group Corp | -- |
American Films Inc | 98.61% |
Sycamore Entertainment Group Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.610 |
Beta (5Y) | 1.372 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.99% |
Historical Sharpe Ratio (5Y) | 0.3801 |
Historical Sortino (5Y) | 0.5693 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |