NIPPON STEEL CORP. (NPSCY)
4.23
+0.01
(+0.24%)
USD |
OTCM |
Aug 24, 16:00
NIPPON STEEL Max Drawdown (5Y) : 48.38% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 48.38% |
| June 30, 2026 | 48.38% |
| May 31, 2026 | 48.38% |
| April 30, 2026 | 48.38% |
| March 31, 2026 | 48.38% |
| February 28, 2026 | 48.38% |
| January 31, 2026 | 55.30% |
| December 31, 2025 | 55.30% |
| November 30, 2025 | 55.30% |
| October 31, 2025 | 60.68% |
| September 30, 2025 | 65.12% |
| August 31, 2025 | 65.12% |
| July 31, 2025 | 68.62% |
| June 30, 2025 | 69.71% |
| May 31, 2025 | 69.71% |
| April 30, 2025 | 70.35% |
| March 31, 2025 | 71.93% |
| February 28, 2025 | 71.93% |
| January 31, 2025 | 71.93% |
| December 31, 2024 | 71.93% |
| November 30, 2024 | 71.93% |
| October 31, 2024 | 71.93% |
| September 30, 2024 | 71.93% |
| August 31, 2024 | 71.93% |
| July 31, 2024 | 71.93% |
| Date | Value |
|---|---|
| June 30, 2024 | 71.93% |
| May 31, 2024 | 71.93% |
| April 30, 2024 | 71.93% |
| March 31, 2024 | 71.93% |
| February 29, 2024 | 71.93% |
| January 31, 2024 | 71.93% |
| December 31, 2023 | 71.93% |
| November 30, 2023 | 71.93% |
| October 31, 2023 | 71.93% |
| September 30, 2023 | 71.93% |
| August 31, 2023 | 71.93% |
| July 31, 2023 | 71.93% |
| June 30, 2023 | 71.93% |
| May 31, 2023 | 71.93% |
| April 30, 2023 | 71.93% |
| March 31, 2023 | 71.93% |
| February 28, 2023 | 71.93% |
| January 31, 2023 | 71.93% |
| December 31, 2022 | 71.93% |
| November 30, 2022 | 71.93% |
| October 31, 2022 | 71.93% |
| September 30, 2022 | 71.93% |
| August 31, 2022 | 71.93% |
| July 31, 2022 | 71.93% |
| June 30, 2022 | 71.93% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JFE Holdings, Inc. | 53.16% |
| Kobe Steel, Ltd. | 59.23% |
| Yamato Kogyo Co., Ltd. | 14.54% |
| OSAKA STEEL CO., LTD. | -- |
| Tokyo Steel Manufacturing Co., Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.658 |
| Beta (5Y) | 0.6530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.01% |
| Historical Sharpe Ratio (5Y) | -0.0231 |
| Historical Sortino (5Y) | -0.0402 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |