Nelnet Inc (NNI)
114.89
+0.38
(+0.33%)
USD |
NYSE |
Nov 04, 16:00
113.11
-1.78
(-1.55%)
Pre-Market: 06:33
Nelnet Max Drawdown (5Y): 44.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 44.04% |
| Date | Value |
|---|---|
| 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% |
| August 31, 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
43.77%
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 | 64.64% |
| World Acceptance Corp | 77.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.324 |
| Beta (5Y) | 0.9224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.50% |
| Historical Sharpe Ratio (5Y) | 0.4425 |
| Historical Sortino (5Y) | 0.656 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |