Nelnet Inc (NNI)
94.75
+0.23
(+0.24%)
USD |
NYSE |
Apr 23, 13:06
Nelnet Max Drawdown (5Y): 44.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 44.04% |
June 30, 2020 | 44.04% |
May 31, 2020 | 44.04% |
April 30, 2020 | 44.04% |
March 31, 2020 | 44.04% |
February 29, 2020 | 40.12% |
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
Apr 2019
44.04%
Maximum
Mar 2020
43.32%
Average
44.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SLM Corp | 51.78% |
EZCORP Inc | 76.59% |
FirstCash Holdings Inc | 50.15% |
World Acceptance Corp | 77.00% |
Atlanticus Holdings Corp | 74.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3615 |
Beta (5Y) | 0.8553 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.26% |
Historical Sharpe Ratio (5Y) | 0.4277 |
Historical Sortino (5Y) | 0.6299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.28% |