NN Group NV (NNGRY)
23.24
+0.05
(+0.22%)
USD |
OTCM |
May 03, 16:00
NN Group Max Drawdown (5Y): 50.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.33% |
March 31, 2024 | 50.33% |
February 29, 2024 | 50.33% |
January 31, 2024 | 50.33% |
December 31, 2023 | 50.33% |
November 30, 2023 | 50.33% |
October 31, 2023 | 50.33% |
September 30, 2023 | 50.33% |
August 31, 2023 | 50.33% |
July 31, 2023 | 50.33% |
June 30, 2023 | 50.33% |
May 31, 2023 | 50.33% |
April 30, 2023 | 50.33% |
March 31, 2023 | 50.33% |
February 28, 2023 | 50.33% |
January 31, 2023 | 50.33% |
December 31, 2022 | 50.33% |
November 30, 2022 | 50.33% |
October 31, 2022 | 50.33% |
September 30, 2022 | 50.33% |
August 31, 2022 | 50.33% |
July 31, 2022 | 50.33% |
June 30, 2022 | 50.33% |
May 31, 2022 | 50.33% |
April 30, 2022 | 50.33% |
Date | Value |
---|---|
March 31, 2022 | 50.33% |
February 28, 2022 | 50.33% |
January 31, 2022 | 50.33% |
December 31, 2021 | 50.33% |
November 30, 2021 | 50.33% |
October 31, 2021 | 50.33% |
September 30, 2021 | 50.33% |
August 31, 2021 | 50.33% |
July 31, 2021 | 50.33% |
June 30, 2021 | 50.33% |
May 31, 2021 | 50.33% |
April 30, 2021 | 50.33% |
March 31, 2021 | 50.33% |
February 28, 2021 | 50.33% |
January 31, 2021 | 50.33% |
December 31, 2020 | 50.33% |
November 30, 2020 | 50.33% |
October 31, 2020 | 50.33% |
September 30, 2020 | 50.33% |
August 31, 2020 | 50.33% |
July 31, 2020 | 50.33% |
June 30, 2020 | 50.33% |
May 31, 2020 | 50.33% |
April 30, 2020 | 50.33% |
March 31, 2020 | 50.33% |
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
17.26%
Minimum
May 2019
50.33%
Maximum
Mar 2020
45.70%
Average
50.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ING Groep NV | 74.47% |
Aegon Ltd | 71.14% |
Euronext NV | -- |
ABN AMRO Bank NV | -- |
Van Lanschot Kempen NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.819 |
Beta (5Y) | 1.046 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.82% |
Historical Sharpe Ratio (5Y) | 0.1895 |
Historical Sortino (5Y) | 0.2288 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.08% |