BANDAI NAMCO Holdings Inc (NCBDF)
21.20
0.00 (0.00%)
USD |
OTCM |
Nov 12, 16:00
BANDAI NAMCO Holdings Max Drawdown (5Y): 38.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.78% |
| September 30, 2024 | 38.78% |
| August 31, 2024 | 38.78% |
| July 31, 2024 | 38.78% |
| June 30, 2024 | 38.78% |
| May 31, 2024 | 38.78% |
| April 30, 2024 | 37.11% |
| March 31, 2024 | 37.11% |
| February 29, 2024 | 37.11% |
| January 31, 2024 | 34.47% |
| December 31, 2023 | 34.47% |
| November 30, 2023 | 34.47% |
| October 31, 2023 | 33.69% |
| September 30, 2023 | 33.69% |
| August 31, 2023 | 33.69% |
| July 31, 2023 | 33.69% |
| June 30, 2023 | 33.69% |
| May 31, 2023 | 33.69% |
| April 30, 2023 | 33.69% |
| March 31, 2023 | 33.69% |
| February 28, 2023 | 32.34% |
| January 31, 2023 | 32.34% |
| December 31, 2022 | 32.34% |
| November 30, 2022 | 30.86% |
| October 31, 2022 | 30.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.86% |
| August 31, 2022 | 30.86% |
| July 31, 2022 | 30.86% |
| June 30, 2022 | 30.86% |
| May 31, 2022 | 30.86% |
| April 30, 2022 | 27.06% |
| March 31, 2022 | 27.06% |
| February 28, 2022 | 27.06% |
| January 31, 2022 | 27.06% |
| December 31, 2021 | 27.06% |
| November 30, 2021 | 27.06% |
| October 31, 2021 | 27.06% |
| September 30, 2021 | 27.06% |
| August 31, 2021 | 27.06% |
| July 31, 2021 | 27.06% |
| June 30, 2021 | 27.06% |
| May 31, 2021 | 27.06% |
| April 30, 2021 | 27.06% |
| March 31, 2021 | 27.06% |
| February 28, 2021 | 27.06% |
| January 31, 2021 | 27.06% |
| December 31, 2020 | 27.06% |
| November 30, 2020 | 27.06% |
| October 31, 2020 | 27.06% |
| September 30, 2020 | 27.06% |
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
25.68%
Minimum
Nov 2019
38.78%
Maximum
May 2024
30.60%
Average
28.96%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.117 |
| Beta (5Y) | 0.3399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.44% |
| Historical Sharpe Ratio (5Y) | 0.0092 |
| Historical Sortino (5Y) | 0.0151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |