Natural Health Trends Corp (NHTC)
5.10
+0.09
(+1.80%)
USD |
NASDAQ |
Mar 31, 12:55
Natural Health Trends Max Drawdown (5Y): 93.24% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Tractor Supply Co | 39.73% |
| Casey's General Stores Inc | 33.41% |
| Etsy Inc | 84.01% |
| Duluth Holdings Inc | 91.18% |
| Leslies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.207 |
| Beta (5Y) | 0.9704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.51% |
| Historical Sharpe Ratio (5Y) | 0.3779 |
| Historical Sortino (5Y) | 0.7635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.65% |