Natures Sunshine Products Inc (NATR)
15.96
+0.29
(+1.85%)
USD |
NASDAQ |
Nov 22, 13:25
Natures Sunshine Products Max Drawdown (5Y): 62.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.00% |
| September 30, 2024 | 62.00% |
| August 31, 2024 | 62.00% |
| July 31, 2024 | 62.00% |
| June 30, 2024 | 62.00% |
| May 31, 2024 | 62.00% |
| April 30, 2024 | 62.00% |
| March 31, 2024 | 62.00% |
| February 29, 2024 | 62.00% |
| January 31, 2024 | 62.00% |
| December 31, 2023 | 62.00% |
| November 30, 2023 | 62.00% |
| October 31, 2023 | 62.00% |
| September 30, 2023 | 62.00% |
| August 31, 2023 | 62.00% |
| July 31, 2023 | 62.00% |
| June 30, 2023 | 62.00% |
| May 31, 2023 | 62.00% |
| April 30, 2023 | 62.00% |
| March 31, 2023 | 62.00% |
| February 28, 2023 | 62.00% |
| January 31, 2023 | 62.00% |
| December 31, 2022 | 62.00% |
| November 30, 2022 | 62.00% |
| October 31, 2022 | 62.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.00% |
| August 31, 2022 | 62.00% |
| July 31, 2022 | 62.00% |
| June 30, 2022 | 62.00% |
| May 31, 2022 | 62.00% |
| April 30, 2022 | 62.00% |
| March 31, 2022 | 62.00% |
| February 28, 2022 | 62.00% |
| January 31, 2022 | 62.00% |
| December 31, 2021 | 62.00% |
| November 30, 2021 | 62.00% |
| October 31, 2021 | 62.00% |
| September 30, 2021 | 62.00% |
| August 31, 2021 | 62.00% |
| July 31, 2021 | 62.00% |
| June 30, 2021 | 62.00% |
| May 31, 2021 | 62.00% |
| April 30, 2021 | 62.00% |
| March 31, 2021 | 62.00% |
| February 28, 2021 | 62.00% |
| January 31, 2021 | 62.00% |
| December 31, 2020 | 62.00% |
| November 30, 2020 | 62.00% |
| October 31, 2020 | 62.00% |
| September 30, 2020 | 62.00% |
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
57.15%
Minimum
Nov 2019
62.00%
Maximum
Mar 2020
61.68%
Average
62.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Bridgford Foods Corp | 72.84% |
| Better Choice Co Inc | 99.87% |
| Laird Superfood Inc | -- |
| Healthy Choice Wellness Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.438 |
| Beta (5Y) | 0.8721 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.25% |
| Historical Sharpe Ratio (5Y) | 0.126 |
| Historical Sortino (5Y) | 0.1841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.73% |