Nidec Corp (NJDCY)

4.35 +0.01 (+0.23%) USD  |  OTCM  |  Dec 20, 16:00
More

Nidec Max Drawdown (5Y): 75.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for NJDCY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Kubota Corp 47.22%
FUJIFILM Holdings Corp 46.92%
Fanuc Corp 59.31%
Toyota Industries Corp 46.45%
SMC Corp 45.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.29
Beta (5Y) 1.080
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.25%
Historical Sharpe Ratio (5Y) -0.4215
Historical Sortino (5Y) -0.7125
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.79%