NN Inc (NNBR)
4.73
-0.02
(-0.42%)
USD |
NASDAQ |
Mar 27, 16:00
4.75
+0.02
(+0.42%)
Pre-Market: 20:00
NN Max Drawdown (5Y): 95.38% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 95.38% |
January 31, 2024 | 95.38% |
December 31, 2023 | 95.38% |
November 30, 2023 | 95.38% |
October 31, 2023 | 95.38% |
September 30, 2023 | 95.38% |
August 31, 2023 | 95.38% |
July 31, 2023 | 95.38% |
June 30, 2023 | 95.38% |
May 31, 2023 | 95.38% |
April 30, 2023 | 95.38% |
March 31, 2023 | 95.38% |
February 28, 2023 | 95.38% |
January 31, 2023 | 95.38% |
December 31, 2022 | 95.38% |
November 30, 2022 | 95.38% |
October 31, 2022 | 95.38% |
September 30, 2022 | 95.38% |
August 31, 2022 | 95.38% |
July 31, 2022 | 95.38% |
June 30, 2022 | 95.38% |
May 31, 2022 | 95.38% |
April 30, 2022 | 95.38% |
March 31, 2022 | 95.38% |
February 28, 2022 | 95.38% |
Date | Value |
---|---|
January 31, 2022 | 95.38% |
December 31, 2021 | 95.38% |
November 30, 2021 | 95.38% |
October 31, 2021 | 95.38% |
September 30, 2021 | 95.38% |
August 31, 2021 | 95.38% |
July 31, 2021 | 95.38% |
June 30, 2021 | 95.38% |
May 31, 2021 | 95.38% |
April 30, 2021 | 95.38% |
March 31, 2021 | 95.38% |
February 28, 2021 | 95.38% |
January 31, 2021 | 95.38% |
December 31, 2020 | 95.38% |
November 30, 2020 | 95.38% |
October 31, 2020 | 95.38% |
September 30, 2020 | 95.38% |
August 31, 2020 | 95.38% |
July 31, 2020 | 95.38% |
June 30, 2020 | 95.38% |
May 31, 2020 | 95.38% |
April 30, 2020 | 95.38% |
March 31, 2020 | 94.41% |
February 29, 2020 | 81.99% |
January 31, 2020 | 81.99% |
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
81.99%
Minimum
Mar 2019
95.38%
Maximum
Apr 2020
92.68%
Average
95.38%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Harte-Hanks Inc | 98.06% |
Matthews International Corp | 75.23% |
RCM Technologies Inc | 82.66% |
Seaboard Corp | 43.33% |
1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -54.24 |
Beta (5Y) | 3.017 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.86% |
Historical Sharpe Ratio (5Y) | -0.1714 |
Historical Sortino (5Y) | -0.303 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.52% |