Nomad Foods Ltd (NOMD)
16.84
+0.59
(+3.63%)
USD |
NYSE |
Nov 14, 13:09
Nomad Foods Max Drawdown (5Y): 59.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.04% |
| September 30, 2024 | 59.04% |
| August 31, 2024 | 59.04% |
| July 31, 2024 | 59.04% |
| June 30, 2024 | 59.04% |
| May 31, 2024 | 59.04% |
| April 30, 2024 | 59.04% |
| March 31, 2024 | 59.04% |
| February 29, 2024 | 59.04% |
| January 31, 2024 | 59.04% |
| December 31, 2023 | 59.04% |
| November 30, 2023 | 59.04% |
| October 31, 2023 | 59.04% |
| September 30, 2023 | 59.04% |
| August 31, 2023 | 59.04% |
| July 31, 2023 | 59.04% |
| June 30, 2023 | 59.04% |
| May 31, 2023 | 59.04% |
| April 30, 2023 | 59.04% |
| March 31, 2023 | 59.04% |
| February 28, 2023 | 59.04% |
| January 31, 2023 | 59.04% |
| December 31, 2022 | 59.04% |
| November 30, 2022 | 59.04% |
| October 31, 2022 | 59.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.12% |
| August 31, 2022 | 44.41% |
| July 31, 2022 | 44.22% |
| June 30, 2022 | 44.22% |
| May 31, 2022 | 44.22% |
| April 30, 2022 | 41.66% |
| March 31, 2022 | 37.20% |
| February 28, 2022 | 32.55% |
| January 31, 2022 | 32.55% |
| December 31, 2021 | 32.55% |
| November 30, 2021 | 32.55% |
| October 31, 2021 | 32.55% |
| September 30, 2021 | 32.55% |
| August 31, 2021 | 32.55% |
| July 31, 2021 | 32.55% |
| June 30, 2021 | 32.55% |
| May 31, 2021 | 34.19% |
| April 30, 2021 | 37.96% |
| March 31, 2021 | 39.77% |
| February 28, 2021 | 39.77% |
| January 31, 2021 | 39.77% |
| December 31, 2020 | 42.26% |
| November 30, 2020 | 51.02% |
| October 31, 2020 | 51.02% |
| September 30, 2020 | 51.02% |
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
32.55%
Minimum
Jun 2021
59.04%
Maximum
Oct 2022
49.62%
Average
51.02%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 43.02% |
| Unilever PLC | 30.13% |
| Laird Superfood Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.15 |
| Beta (5Y) | 0.7889 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.44% |
| Historical Sharpe Ratio (5Y) | -0.1348 |
| Historical Sortino (5Y) | -0.2156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.94% |