Navient Corp (NAVI)
15.29
+0.21
(+1.39%)
USD |
NASDAQ |
Dec 04, 16:00
15.29
0.00 (0.00%)
After-Hours: 20:00
Navient Max Drawdown (5Y): 69.33% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 69.33% |
| October 31, 2024 | 69.33% |
| September 30, 2024 | 69.33% |
| August 31, 2024 | 69.33% |
| July 31, 2024 | 69.33% |
| June 30, 2024 | 69.33% |
| May 31, 2024 | 69.33% |
| April 30, 2024 | 69.33% |
| March 31, 2024 | 69.33% |
| February 29, 2024 | 69.33% |
| January 31, 2024 | 69.33% |
| December 31, 2023 | 69.33% |
| November 30, 2023 | 69.33% |
| October 31, 2023 | 69.33% |
| September 30, 2023 | 69.33% |
| August 31, 2023 | 69.33% |
| July 31, 2023 | 69.33% |
| June 30, 2023 | 69.33% |
| May 31, 2023 | 69.33% |
| April 30, 2023 | 69.33% |
| March 31, 2023 | 69.33% |
| February 28, 2023 | 69.33% |
| January 31, 2023 | 69.33% |
| December 31, 2022 | 69.33% |
| November 30, 2022 | 69.33% |
| Date | Value |
|---|---|
| October 31, 2022 | 69.33% |
| September 30, 2022 | 69.33% |
| August 31, 2022 | 69.33% |
| July 31, 2022 | 69.33% |
| June 30, 2022 | 69.33% |
| May 31, 2022 | 69.33% |
| April 30, 2022 | 69.33% |
| March 31, 2022 | 69.33% |
| February 28, 2022 | 69.33% |
| January 31, 2022 | 69.33% |
| December 31, 2021 | 69.33% |
| November 30, 2021 | 69.33% |
| October 31, 2021 | 69.33% |
| September 30, 2021 | 69.33% |
| August 31, 2021 | 69.33% |
| July 31, 2021 | 69.33% |
| June 30, 2021 | 69.33% |
| May 31, 2021 | 69.33% |
| April 30, 2021 | 69.33% |
| March 31, 2021 | 69.33% |
| February 28, 2021 | 69.33% |
| January 31, 2021 | 69.33% |
| December 31, 2020 | 69.33% |
| November 30, 2020 | 69.33% |
| October 31, 2020 | 69.33% |
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
61.12%
Minimum
Dec 2019
69.33%
Maximum
Mar 2020
68.92%
Average
69.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ally Financial Inc | 66.24% |
| Greystone Housing Impact Investors LP | 53.82% |
| WTB Financial A | 58.48% |
| PayPal Holdings Inc | 83.67% |
| LM Funding America Inc | 99.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.86 |
| Beta (5Y) | 1.405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.99% |
| Historical Sharpe Ratio (5Y) | 0.0976 |
| Historical Sortino (5Y) | 0.1272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.85% |