National Australia Bank Ltd (NABZY)

11.65 +0.05 (+0.43%) USD  |  OTCM  |  Dec 24, 16:00
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National Australia Bank Max Drawdown (5Y): 62.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Insignia Financial Ltd 72.81%
Pacific Current Group Ltd --
Strategic Elements Ltd --
Platinum Asset Management Ltd --
IREN Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.321
Beta (5Y) 1.281
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.09%
Historical Sharpe Ratio (5Y) 0.3261
Historical Sortino (5Y) 0.3508
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.80%