NEXON Co Ltd (NEXOY)
17.30
+0.09
(+0.52%)
USD |
OTCM |
Nov 05, 16:05
NEXON Max Drawdown (5Y): 56.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.11% |
| September 30, 2024 | 56.11% |
| August 31, 2024 | 56.11% |
| July 31, 2024 | 56.11% |
| June 30, 2024 | 56.11% |
| May 31, 2024 | 56.11% |
| April 30, 2024 | 56.11% |
| March 31, 2024 | 56.11% |
| February 29, 2024 | 56.11% |
| January 31, 2024 | 56.11% |
| December 31, 2023 | 56.11% |
| November 30, 2023 | 56.11% |
| October 31, 2023 | 56.11% |
| September 30, 2023 | 56.11% |
| August 31, 2023 | 56.11% |
| July 31, 2023 | 56.11% |
| June 30, 2023 | 56.11% |
| May 31, 2023 | 56.11% |
| April 30, 2023 | 56.11% |
| March 31, 2023 | 56.11% |
| February 28, 2023 | 56.11% |
| January 31, 2023 | 56.11% |
| December 31, 2022 | 56.11% |
| November 30, 2022 | 56.11% |
| October 31, 2022 | 56.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.11% |
| August 31, 2022 | 56.11% |
| July 31, 2022 | 56.11% |
| June 30, 2022 | 56.11% |
| May 31, 2022 | 56.11% |
| April 30, 2022 | 56.11% |
| March 31, 2022 | 56.11% |
| February 28, 2022 | 56.11% |
| January 31, 2022 | 56.11% |
| December 31, 2021 | 56.11% |
| November 30, 2021 | 56.11% |
| October 31, 2021 | 56.11% |
| September 30, 2021 | 53.40% |
| August 31, 2021 | 46.71% |
| July 31, 2021 | 40.75% |
| June 30, 2021 | 37.10% |
| May 31, 2021 | 33.10% |
| April 30, 2021 | 23.20% |
| March 31, 2021 | 23.20% |
| February 28, 2021 | 23.20% |
| January 31, 2021 | 23.20% |
| December 31, 2020 | 23.20% |
| November 30, 2020 | 23.20% |
| October 31, 2020 | 23.20% |
| September 30, 2020 | 23.20% |
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
23.20%
Minimum
Nov 2019
56.11%
Maximum
Oct 2021
45.08%
Average
56.11%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| 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) | -1.336 |
| Beta (5Y) | 0.5648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.96% |
| Historical Sharpe Ratio (5Y) | 0.1569 |
| Historical Sortino (5Y) | 0.274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.35% |