Nelnet Inc (NNI)
107.40
+1.48
(+1.40%)
USD |
NYSE |
Nov 22, 11:00
Nelnet Max Drawdown (5Y): 44.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 44.04% |
September 30, 2024 | 44.04% |
August 31, 2024 | 44.04% |
July 31, 2024 | 44.04% |
June 30, 2024 | 44.04% |
May 31, 2024 | 44.04% |
April 30, 2024 | 44.04% |
March 31, 2024 | 44.04% |
February 29, 2024 | 44.04% |
January 31, 2024 | 44.04% |
December 31, 2023 | 44.04% |
November 30, 2023 | 44.04% |
October 31, 2023 | 44.04% |
September 30, 2023 | 44.04% |
August 31, 2023 | 44.04% |
July 31, 2023 | 44.04% |
June 30, 2023 | 44.04% |
May 31, 2023 | 44.04% |
April 30, 2023 | 44.04% |
March 31, 2023 | 44.04% |
February 28, 2023 | 44.04% |
January 31, 2023 | 44.04% |
December 31, 2022 | 44.04% |
November 30, 2022 | 44.04% |
October 31, 2022 | 44.04% |
Date | Value |
---|---|
September 30, 2022 | 44.04% |
August 31, 2022 | 44.04% |
July 31, 2022 | 44.04% |
June 30, 2022 | 44.04% |
May 31, 2022 | 44.04% |
April 30, 2022 | 44.04% |
March 31, 2022 | 44.04% |
February 28, 2022 | 44.04% |
January 31, 2022 | 44.04% |
December 31, 2021 | 44.04% |
November 30, 2021 | 44.04% |
October 31, 2021 | 44.04% |
September 30, 2021 | 44.04% |
August 31, 2021 | 44.04% |
July 31, 2021 | 44.04% |
June 30, 2021 | 44.04% |
May 31, 2021 | 44.04% |
April 30, 2021 | 44.04% |
March 31, 2021 | 44.04% |
February 28, 2021 | 44.04% |
January 31, 2021 | 44.04% |
December 31, 2020 | 44.04% |
November 30, 2020 | 44.04% |
October 31, 2020 | 44.04% |
September 30, 2020 | 44.04% |
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
40.12%
Minimum
Nov 2019
44.04%
Maximum
Mar 2020
43.78%
Average
44.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SLM Corp | 51.78% |
EZCORP Inc | 76.59% |
FirstCash Holdings Inc | 50.15% |
Old Market Capital Corp | 65.02% |
World Acceptance Corp | 77.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0237 |
Beta (5Y) | 0.9250 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.41% |
Historical Sharpe Ratio (5Y) | 0.4709 |
Historical Sortino (5Y) | 0.6896 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |