NEXON Co Ltd (NEXOY)

14.58 +0.33 (+2.32%) USD  |  OTCM  |  Dec 20, 16:00
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NEXON Max Drawdown (5Y): 61.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Sega Sammy Holdings Inc 48.70%
Nintendo Co Ltd 39.63%
Capcom Co Ltd 38.11%
Square Enix Holdings Co Ltd 54.38%
Konami Group Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.573
Beta (5Y) 0.4764
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.99%
Historical Sharpe Ratio (5Y) -0.0567
Historical Sortino (5Y) -0.0972
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.91%