Nidec Corp (NJDCY)
11.90
-0.02
(-0.17%)
USD |
OTCM |
May 06, 12:38
Nidec Max Drawdown (5Y): 74.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.67% |
| March 31, 2024 | 74.67% |
| February 29, 2024 | 74.67% |
| January 31, 2024 | 74.50% |
| December 31, 2023 | 74.50% |
| November 30, 2023 | 74.50% |
| October 31, 2023 | 74.50% |
| September 30, 2023 | 68.30% |
| August 31, 2023 | 67.23% |
| July 31, 2023 | 67.23% |
| June 30, 2023 | 67.23% |
| May 31, 2023 | 67.23% |
| April 30, 2023 | 67.23% |
| March 31, 2023 | 67.23% |
| February 28, 2023 | 65.27% |
| January 31, 2023 | 65.19% |
| December 31, 2022 | 65.19% |
| November 30, 2022 | 64.88% |
| October 31, 2022 | 64.88% |
| September 30, 2022 | 61.31% |
| August 31, 2022 | 60.01% |
| July 31, 2022 | 60.01% |
| June 30, 2022 | 60.01% |
| May 31, 2022 | 57.04% |
| April 30, 2022 | 55.88% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.83% |
| February 28, 2022 | 44.83% |
| January 31, 2022 | 44.83% |
| December 31, 2021 | 44.83% |
| November 30, 2021 | 44.83% |
| October 31, 2021 | 44.83% |
| September 30, 2021 | 44.83% |
| August 31, 2021 | 44.83% |
| July 31, 2021 | 44.83% |
| June 30, 2021 | 44.83% |
| May 31, 2021 | 44.83% |
| April 30, 2021 | 44.83% |
| March 31, 2021 | 44.83% |
| February 28, 2021 | 44.83% |
| January 31, 2021 | 44.83% |
| December 31, 2020 | 44.83% |
| November 30, 2020 | 44.83% |
| October 31, 2020 | 44.83% |
| September 30, 2020 | 44.83% |
| August 31, 2020 | 44.83% |
| July 31, 2020 | 44.83% |
| June 30, 2020 | 44.83% |
| May 31, 2020 | 44.83% |
| April 30, 2020 | 44.83% |
| March 31, 2020 | 44.83% |
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
35.97%
Minimum
May 2019
74.67%
Maximum
Feb 2024
52.65%
Average
44.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.35 |
| Beta (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.92% |
| Historical Sharpe Ratio (5Y) | -0.2685 |
| Historical Sortino (5Y) | -0.4398 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.79% |