NSK Ltd (NPSKY)

8.074 -0.29 (-3.42%) USD  |  OTCM  |  Dec 20, 16:00
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NSK Max Drawdown (5Y): 67.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Honda Motor Co Ltd 41.93%
Toyota Motor Corp 36.79%
MEDIROM Healthcare Technologies Inc --
Tokyo Lifestyle Co Ltd --
Linkage Global Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.17
Beta (5Y) 0.5508
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.62%
Historical Sharpe Ratio (5Y) -0.5361
Historical Sortino (5Y) -0.7814
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.09%