Nedbank Group Ltd (NDBKY)
16.09
+0.11
(+0.69%)
USD |
OTCM |
Nov 14, 11:58
Nedbank Group Max Drawdown (5Y): 82.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.84% |
| September 30, 2024 | 82.84% |
| August 31, 2024 | 82.84% |
| July 31, 2024 | 82.84% |
| June 30, 2024 | 82.84% |
| May 31, 2024 | 82.84% |
| April 30, 2024 | 82.84% |
| March 31, 2024 | 82.84% |
| February 29, 2024 | 82.84% |
| January 31, 2024 | 82.84% |
| December 31, 2023 | 82.84% |
| November 30, 2023 | 82.84% |
| October 31, 2023 | 82.84% |
| September 30, 2023 | 82.84% |
| August 31, 2023 | 82.84% |
| July 31, 2023 | 82.84% |
| June 30, 2023 | 82.84% |
| May 31, 2023 | 82.84% |
| April 30, 2023 | 82.84% |
| March 31, 2023 | 82.84% |
| February 28, 2023 | 82.84% |
| January 31, 2023 | 82.84% |
| December 31, 2022 | 82.84% |
| November 30, 2022 | 82.84% |
| October 31, 2022 | 82.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.84% |
| August 31, 2022 | 82.84% |
| July 31, 2022 | 82.84% |
| June 30, 2022 | 82.84% |
| May 31, 2022 | 82.84% |
| April 30, 2022 | 82.84% |
| March 31, 2022 | 82.84% |
| February 28, 2022 | 82.84% |
| January 31, 2022 | 82.84% |
| December 31, 2021 | 82.84% |
| November 30, 2021 | 82.84% |
| October 31, 2021 | 82.84% |
| September 30, 2021 | 82.84% |
| August 31, 2021 | 82.84% |
| July 31, 2021 | 82.84% |
| June 30, 2021 | 82.84% |
| May 31, 2021 | 82.84% |
| April 30, 2021 | 82.84% |
| March 31, 2021 | 82.84% |
| February 28, 2021 | 82.84% |
| January 31, 2021 | 82.84% |
| December 31, 2020 | 82.84% |
| November 30, 2020 | 82.84% |
| October 31, 2020 | 82.84% |
| September 30, 2020 | 82.84% |
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
53.80%
Minimum
Nov 2019
82.84%
Maximum
Mar 2020
80.91%
Average
82.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Jse Ltd | 68.68% |
| Standard Bank Group Ltd | 73.20% |
| Investec Ltd | 82.53% |
| Sanlam Ltd | 67.69% |
| Discovery Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.02 |
| Beta (5Y) | 1.532 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.14% |
| Historical Sharpe Ratio (5Y) | 0.1464 |
| Historical Sortino (5Y) | 0.1767 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.51% |