NEXON Co Ltd (NEXOY)
14.13
+0.45
(+3.29%)
USD |
OTCM |
Nov 22, 16:23
NEXON Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Sega Sammy Holdings Inc | 48.70% |
| Nintendo Co Ltd | 39.63% |
| Square Enix Holdings Co Ltd | 56.96% |
| Capcom Co Ltd | 38.11% |
| 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% |