Nomura Holdings Inc (NMR)
6.065
+0.10
(+1.76%)
USD |
NYSE |
Nov 21, 16:00
6.065
0.00 (0.00%)
After-Hours: 19:42
Nomura Holdings Max Drawdown (5Y): 52.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 52.85% |
September 30, 2024 | 52.85% |
August 31, 2024 | 52.85% |
July 31, 2024 | 52.85% |
June 30, 2024 | 52.85% |
May 31, 2024 | 53.97% |
April 30, 2024 | 53.97% |
March 31, 2024 | 53.97% |
February 29, 2024 | 53.97% |
January 31, 2024 | 53.97% |
December 31, 2023 | 53.97% |
November 30, 2023 | 53.97% |
October 31, 2023 | 53.97% |
September 30, 2023 | 53.97% |
August 31, 2023 | 53.97% |
July 31, 2023 | 53.97% |
June 30, 2023 | 53.97% |
May 31, 2023 | 53.97% |
April 30, 2023 | 53.97% |
March 31, 2023 | 53.97% |
February 28, 2023 | 53.97% |
January 31, 2023 | 53.97% |
December 31, 2022 | 53.97% |
November 30, 2022 | 53.97% |
October 31, 2022 | 53.97% |
Date | Value |
---|---|
September 30, 2022 | 53.97% |
August 31, 2022 | 53.97% |
July 31, 2022 | 53.97% |
June 30, 2022 | 53.97% |
May 31, 2022 | 53.97% |
April 30, 2022 | 53.97% |
March 31, 2022 | 53.97% |
February 28, 2022 | 53.97% |
January 31, 2022 | 53.97% |
December 31, 2021 | 53.97% |
November 30, 2021 | 53.97% |
October 31, 2021 | 53.97% |
September 30, 2021 | 53.97% |
August 31, 2021 | 53.97% |
July 31, 2021 | 54.29% |
June 30, 2021 | 61.46% |
May 31, 2021 | 61.68% |
April 30, 2021 | 61.68% |
March 31, 2021 | 61.68% |
February 28, 2021 | 61.68% |
January 31, 2021 | 61.68% |
December 31, 2020 | 61.68% |
November 30, 2020 | 61.68% |
October 31, 2020 | 61.68% |
September 30, 2020 | 61.68% |
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
52.85%
Minimum
Jun 2024
61.68%
Maximum
Nov 2019
56.45%
Average
53.97%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Mizuho Financial Group Inc | 46.77% |
Deutsche Bank AG | 81.74% |
The Goldman Sachs Group Inc | 48.75% |
Morgan Stanley | 51.33% |
UBS Group AG | 59.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.567 |
Beta (5Y) | 0.6168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.98% |
Historical Sharpe Ratio (5Y) | 0.0888 |
Historical Sortino (5Y) | 0.1496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |