Nomura Holdings Inc (NMR)
5.57
-0.14
(-2.45%)
USD |
NYSE |
May 01, 16:00
5.57
0.00 (0.00%)
After-Hours: 18:58
Nomura Holdings Max Drawdown (5Y): 52.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 61.68% |
| July 31, 2020 | 61.68% |
| June 30, 2020 | 61.68% |
| May 31, 2020 | 61.68% |
| April 30, 2020 | 61.68% |
| March 31, 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
May 2019
57.04%
Average
53.97%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| HDFC Bank Ltd | 54.28% |
| ORIX Corp | 42.52% |
| Mizuho Financial Group Inc | 46.77% |
| Mitsubishi UFJ Financial Group Inc | 54.49% |
| Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.301 |
| Beta (5Y) | 0.6964 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.19% |
| Historical Sharpe Ratio (5Y) | 0.3215 |
| Historical Sortino (5Y) | 0.5611 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.93% |