Nomad Foods Ltd (NOMD)
18.81
+0.06
(+0.32%)
USD |
NYSE |
Apr 24, 16:00
18.82
+0.01
(+0.05%)
After-Hours: 20:00
Nomad Foods Max Drawdown (5Y): 59.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 51.02% |
July 31, 2020 | 51.02% |
June 30, 2020 | 51.02% |
May 31, 2020 | 51.02% |
April 30, 2020 | 51.02% |
March 31, 2020 | 51.02% |
February 29, 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
48.68%
Average
51.02%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
British American Tobacco PLC | 56.33% |
Coca-Cola Europacific Partners PLC | 48.77% |
Diageo PLC | 41.15% |
Unilever PLC | 30.13% |
Gusbourne PLC | 49.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.53 |
Beta (5Y) | 0.752 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.26% |
Historical Sharpe Ratio (5Y) | -0.0927 |
Historical Sortino (5Y) | -0.145 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.94% |