Nidec Corp (NNDNF)
46.00
+3.03
(+7.05%)
USD |
OTCM |
Apr 29, 16:00
Nidec Max Drawdown (5Y): 74.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.39% |
| February 29, 2024 | 74.39% |
| January 31, 2024 | 74.14% |
| December 31, 2023 | 74.14% |
| November 30, 2023 | 74.14% |
| October 31, 2023 | 74.14% |
| September 30, 2023 | 67.68% |
| August 31, 2023 | 66.95% |
| July 31, 2023 | 66.95% |
| June 30, 2023 | 66.95% |
| May 31, 2023 | 66.95% |
| April 30, 2023 | 66.95% |
| March 31, 2023 | 66.95% |
| February 28, 2023 | 64.67% |
| January 31, 2023 | 64.56% |
| December 31, 2022 | 64.56% |
| November 30, 2022 | 64.07% |
| October 31, 2022 | 64.07% |
| September 30, 2022 | 60.70% |
| August 31, 2022 | 59.53% |
| July 31, 2022 | 59.53% |
| June 30, 2022 | 59.53% |
| May 31, 2022 | 57.06% |
| April 30, 2022 | 55.15% |
| March 31, 2022 | 52.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.80% |
| January 31, 2022 | 52.80% |
| December 31, 2021 | 52.80% |
| November 30, 2021 | 52.80% |
| October 31, 2021 | 52.80% |
| September 30, 2021 | 52.80% |
| August 31, 2021 | 52.80% |
| July 31, 2021 | 52.80% |
| June 30, 2021 | 52.80% |
| May 31, 2021 | 52.80% |
| April 30, 2021 | 52.80% |
| March 31, 2021 | 52.80% |
| February 28, 2021 | 52.80% |
| January 31, 2021 | 52.80% |
| December 31, 2020 | 52.80% |
| November 30, 2020 | 52.80% |
| October 31, 2020 | 52.80% |
| September 30, 2020 | 52.80% |
| August 31, 2020 | 52.80% |
| July 31, 2020 | 52.80% |
| June 30, 2020 | 48.16% |
| May 31, 2020 | 48.16% |
| April 30, 2020 | 48.16% |
| March 31, 2020 | 48.16% |
| February 29, 2020 | 48.16% |
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
48.16%
Minimum
Dec 2019
97.79%
Maximum
Apr 2019
63.61%
Average
58.29%
Median
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.15 |
| Beta (5Y) | 1.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.91% |
| Historical Sharpe Ratio (5Y) | -0.2269 |
| Historical Sortino (5Y) | -0.3935 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |