Nomad Foods Ltd (NOMD)
16.01
-0.62
(-3.73%)
USD |
NYSE |
Jan 08, 16:00
16.00
0.00 (0.00%)
After-Hours: 20:00
Nomad Foods Max Drawdown (5Y): 59.04% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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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% |
Bright Scholar Education Holdings Ltd | 98.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.97 |
Beta (5Y) | 0.7921 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.32% |
Historical Sharpe Ratio (5Y) | -0.2528 |
Historical Sortino (5Y) | -0.3995 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.94% |