NagaCorp Ltd (NGCRF)
0.5315
+0.01
(+2.21%)
USD |
OTCM |
May 03, 16:00
NagaCorp Max Drawdown (5Y): 81.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.60% |
| March 31, 2024 | 81.60% |
| February 29, 2024 | 81.60% |
| January 31, 2024 | 81.60% |
| December 31, 2023 | 79.16% |
| November 30, 2023 | 76.68% |
| October 31, 2023 | 76.68% |
| September 30, 2023 | 74.47% |
| August 31, 2023 | 74.47% |
| July 31, 2023 | 74.47% |
| June 30, 2023 | 74.47% |
| May 31, 2023 | 74.47% |
| April 30, 2023 | 74.47% |
| March 31, 2023 | 74.47% |
| February 28, 2023 | 74.47% |
| January 31, 2023 | 74.47% |
| December 31, 2022 | 74.47% |
| November 30, 2022 | 74.47% |
| October 31, 2022 | 74.47% |
| September 30, 2022 | 62.27% |
| August 31, 2022 | 61.48% |
| July 31, 2022 | 61.48% |
| June 30, 2022 | 61.48% |
| May 31, 2022 | 61.48% |
| April 30, 2022 | 61.48% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.48% |
| February 28, 2022 | 61.48% |
| January 31, 2022 | 61.48% |
| December 31, 2021 | 61.48% |
| November 30, 2021 | 61.48% |
| October 31, 2021 | 61.48% |
| September 30, 2021 | 61.48% |
| August 31, 2021 | 61.48% |
| July 31, 2021 | 59.73% |
| June 30, 2021 | 53.75% |
| May 31, 2021 | 53.75% |
| April 30, 2021 | 53.75% |
| March 31, 2021 | 53.75% |
| February 28, 2021 | 53.75% |
| January 31, 2021 | 53.75% |
| December 31, 2020 | 53.75% |
| November 30, 2020 | 53.75% |
| October 31, 2020 | 53.75% |
| September 30, 2020 | 53.75% |
| August 31, 2020 | 53.75% |
| July 31, 2020 | 53.75% |
| June 30, 2020 | 53.75% |
| May 31, 2020 | 53.75% |
| April 30, 2020 | 53.75% |
| March 31, 2020 | 53.75% |
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
53.75%
Minimum
May 2019
81.60%
Maximum
Jan 2024
62.85%
Average
61.48%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Flanigan'S Enterprises Inc | 69.97% |
| Birks Group Inc | 88.31% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Delta Apparel Inc | 93.21% |
| DSS Inc | 99.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.50 |
| Beta (5Y) | 0.8046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.39% |
| Historical Sharpe Ratio (5Y) | -0.349 |
| Historical Sortino (5Y) | -0.6649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.95% |