NL Industries Inc (NL)
8.24
+0.20
(+2.49%)
USD |
NYSE |
May 03, 16:00
8.17
-0.07
(-0.85%)
After-Hours: 20:00
NL Industries Max Drawdown (5Y): 84.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.71% |
| March 31, 2024 | 84.71% |
| February 29, 2024 | 84.71% |
| January 31, 2024 | 84.71% |
| December 31, 2023 | 84.71% |
| November 30, 2023 | 84.71% |
| October 31, 2023 | 84.71% |
| September 30, 2023 | 84.71% |
| August 31, 2023 | 84.71% |
| July 31, 2023 | 84.71% |
| June 30, 2023 | 84.71% |
| May 31, 2023 | 84.71% |
| April 30, 2023 | 84.71% |
| March 31, 2023 | 84.71% |
| February 28, 2023 | 84.71% |
| January 31, 2023 | 84.71% |
| December 31, 2022 | 84.71% |
| November 30, 2022 | 84.71% |
| October 31, 2022 | 84.71% |
| September 30, 2022 | 84.71% |
| August 31, 2022 | 84.71% |
| July 31, 2022 | 84.71% |
| June 30, 2022 | 84.71% |
| May 31, 2022 | 84.71% |
| April 30, 2022 | 84.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.71% |
| February 28, 2022 | 84.71% |
| January 31, 2022 | 84.71% |
| December 31, 2021 | 84.71% |
| November 30, 2021 | 84.71% |
| October 31, 2021 | 84.71% |
| September 30, 2021 | 84.71% |
| August 31, 2021 | 84.71% |
| July 31, 2021 | 84.71% |
| June 30, 2021 | 84.71% |
| May 31, 2021 | 84.71% |
| April 30, 2021 | 84.71% |
| March 31, 2021 | 84.71% |
| February 28, 2021 | 85.04% |
| January 31, 2021 | 87.71% |
| December 31, 2020 | 87.89% |
| November 30, 2020 | 88.46% |
| October 31, 2020 | 89.08% |
| September 30, 2020 | 89.08% |
| August 31, 2020 | 89.08% |
| July 31, 2020 | 89.08% |
| June 30, 2020 | 89.08% |
| May 31, 2020 | 89.08% |
| April 30, 2020 | 89.08% |
| March 31, 2020 | 89.08% |
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
84.71%
Minimum
Mar 2021
89.08%
Maximum
May 2019
86.19%
Average
84.71%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Compx International Inc | 37.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 97.17% |
| VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.86 |
| Beta (5Y) | 0.669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.87% |
| Historical Sharpe Ratio (5Y) | 0.4647 |
| Historical Sortino (5Y) | 1.007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.85% |