Nomura Holdings Inc (NMR)

5.73 +0.04 (+0.70%) USD  |  NYSE  |  Dec 20, 16:00
5.84 +0.11 (+1.92%) After-Hours: 20:00
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Nomura Holdings Max Drawdown (5Y): 52.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Mizuho Financial Group Inc 46.77%
ORIX Corp 42.52%
Mitsubishi UFJ Financial Group Inc 54.49%
Sumitomo Mitsui Financial Group Inc 47.68%
SBI Holdings Inc 60.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.765
Beta (5Y) 0.6418
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.37%
Historical Sharpe Ratio (5Y) 0.1391
Historical Sortino (5Y) 0.238
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.32%