National Australia Bank Ltd. (NABZY)
13.53
-0.17
(-1.24%)
USD |
OTCM |
Aug 24, 16:00
National Australia Bank Max Drawdown (5Y) : 30.12% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 30.12% |
| June 30, 2026 | 30.12% |
| May 31, 2026 | 30.12% |
| April 30, 2026 | 30.12% |
| March 31, 2026 | 30.12% |
| February 28, 2026 | 30.12% |
| January 31, 2026 | 30.12% |
| December 31, 2025 | 30.12% |
| November 30, 2025 | 30.12% |
| October 31, 2025 | 36.67% |
| September 30, 2025 | 39.62% |
| August 31, 2025 | 42.93% |
| July 31, 2025 | 42.93% |
| June 30, 2025 | 42.93% |
| May 31, 2025 | 42.93% |
| April 30, 2025 | 53.51% |
| March 31, 2025 | 56.91% |
| February 28, 2025 | 62.75% |
| January 31, 2025 | 62.75% |
| December 31, 2024 | 62.75% |
| November 30, 2024 | 62.75% |
| October 31, 2024 | 62.75% |
| September 30, 2024 | 62.75% |
| August 31, 2024 | 62.75% |
| July 31, 2024 | 62.75% |
| Date | Value |
|---|---|
| June 30, 2024 | 62.75% |
| May 31, 2024 | 62.75% |
| April 30, 2024 | 62.75% |
| March 31, 2024 | 62.75% |
| February 29, 2024 | 62.75% |
| January 31, 2024 | 62.75% |
| December 31, 2023 | 62.75% |
| November 30, 2023 | 62.75% |
| October 31, 2023 | 62.75% |
| September 30, 2023 | 62.75% |
| August 31, 2023 | 62.75% |
| July 31, 2023 | 62.75% |
| June 30, 2023 | 62.75% |
| May 31, 2023 | 62.75% |
| April 30, 2023 | 62.75% |
| March 31, 2023 | 62.75% |
| February 28, 2023 | 62.75% |
| January 31, 2023 | 62.75% |
| December 31, 2022 | 62.75% |
| November 30, 2022 | 62.75% |
| October 31, 2022 | 62.75% |
| September 30, 2022 | 62.75% |
| August 31, 2022 | 62.75% |
| July 31, 2022 | 62.75% |
| June 30, 2022 | 62.75% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Commonwealth Bank of Australia | 26.47% |
| Bank of Queensland Ltd. | 46.97% |
| ANZ Group Holdings Ltd. | 32.24% |
| Bendigo & Adelaide Bank Ltd. | 32.87% |
| Westpac Banking Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4779 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.38% |
| Historical Sharpe Ratio (5Y) | 0.4054 |
| Historical Sortino (5Y) | 0.6527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |