Nedbank Group Ltd (NDBKY)

15.22 -0.29 (-1.87%) USD  |  OTCM  |  Dec 24, 12:46
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Nedbank Group Max Drawdown (5Y): 82.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Standard Bank Group Ltd 73.20%
Investec Ltd 82.53%
Capitec Bank Holdings Ltd 59.59%
Remgro Ltd --
Absa Group Ltd 76.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.79
Beta (5Y) 1.507
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.08%
Historical Sharpe Ratio (5Y) 0.1374
Historical Sortino (5Y) 0.1661
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.43%