NagaCorp Ltd (NGCRY)
26.00
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
NagaCorp Max Drawdown (5Y): 67.95% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 67.95% |
| July 31, 2024 | 67.24% |
| June 30, 2024 | 67.24% |
| May 31, 2024 | 67.24% |
| April 30, 2024 | 67.24% |
| March 31, 2024 | 67.24% |
| February 29, 2024 | 67.24% |
| January 31, 2024 | 67.24% |
| December 31, 2023 | 67.24% |
| November 30, 2023 | 67.24% |
| October 31, 2023 | 67.24% |
| September 30, 2023 | 66.92% |
| August 31, 2023 | 66.92% |
| July 31, 2023 | 66.92% |
| June 30, 2023 | 66.92% |
| May 31, 2023 | 66.92% |
| April 30, 2023 | 66.92% |
| March 31, 2023 | 66.92% |
| February 28, 2023 | 66.92% |
| January 31, 2023 | 66.92% |
| December 31, 2022 | 66.92% |
| November 30, 2022 | 66.92% |
| October 31, 2022 | 66.92% |
| September 30, 2022 | 51.89% |
| August 31, 2022 | 51.89% |
| Date | Value |
|---|---|
| July 31, 2022 | 51.89% |
| June 30, 2022 | 51.89% |
| May 31, 2022 | 51.89% |
| April 30, 2022 | 51.89% |
| March 31, 2022 | 51.89% |
| February 28, 2022 | 51.89% |
| January 31, 2022 | 51.89% |
| December 31, 2021 | 51.89% |
| November 30, 2021 | 51.89% |
| October 31, 2021 | 51.89% |
| September 30, 2021 | 51.89% |
| August 31, 2021 | 51.89% |
| July 31, 2021 | 43.50% |
| June 30, 2021 | 43.50% |
| May 31, 2021 | 43.50% |
| April 30, 2021 | 43.50% |
| March 31, 2021 | 43.50% |
| February 28, 2021 | 43.50% |
| January 31, 2021 | 43.50% |
| December 31, 2020 | 46.26% |
| November 30, 2020 | 50.97% |
| October 31, 2020 | 50.97% |
| September 30, 2020 | 50.97% |
| August 31, 2020 | 50.97% |
| July 31, 2020 | 50.97% |
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
43.50%
Minimum
Jan 2021
67.95%
Maximum
Aug 2024
56.42%
Average
51.89%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Flanigan'S Enterprises Inc | 69.97% |
| Birks Group Inc | 88.31% |
| DSS Inc | 99.80% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.66 |
| Beta (5Y) | 0.1816 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.03% |
| Historical Sharpe Ratio (5Y) | -0.4819 |
| Historical Sortino (5Y) | -0.7093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.09% |