Nomura Holdings Inc (NMR)
5.68
+0.42
(+7.98%)
USD |
NYSE |
Nov 05, 09:53
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 | 52.85% |
| April 30, 2024 | 52.85% |
| 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 | 53.97% |
| June 30, 2021 | 53.97% |
| May 31, 2021 | 54.29% |
| April 30, 2021 | 61.46% |
| 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
Apr 2024
61.68%
Maximum
Nov 2019
56.15%
Average
53.97%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Mizuho Financial Group Inc | 46.77% |
| UBS Group AG | 59.80% |
| Deutsche Bank AG | 81.68% |
| The Goldman Sachs Group Inc | 48.75% |
| Morgan Stanley | 51.33% |
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% |