NSK Ltd (NPSKY)
8.64
-0.34
(-3.79%)
USD |
OTCM |
Nov 22, 11:33
NSK Max Drawdown (5Y): 67.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.22% |
| September 30, 2024 | 67.22% |
| August 31, 2024 | 67.22% |
| July 31, 2024 | 67.22% |
| June 30, 2024 | 67.22% |
| May 31, 2024 | 67.22% |
| April 30, 2024 | 67.22% |
| March 31, 2024 | 67.22% |
| February 29, 2024 | 67.22% |
| January 31, 2024 | 67.22% |
| December 31, 2023 | 67.22% |
| November 30, 2023 | 67.22% |
| October 31, 2023 | 67.22% |
| September 30, 2023 | 67.22% |
| August 31, 2023 | 67.22% |
| July 31, 2023 | 67.22% |
| June 30, 2023 | 67.22% |
| May 31, 2023 | 67.22% |
| April 30, 2023 | 67.22% |
| March 31, 2023 | 67.22% |
| February 28, 2023 | 67.22% |
| January 31, 2023 | 67.22% |
| December 31, 2022 | 67.22% |
| November 30, 2022 | 67.22% |
| October 31, 2022 | 67.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.03% |
| August 31, 2022 | 67.03% |
| July 31, 2022 | 67.03% |
| June 30, 2022 | 67.03% |
| May 31, 2022 | 67.03% |
| April 30, 2022 | 67.03% |
| March 31, 2022 | 67.03% |
| February 28, 2022 | 67.03% |
| January 31, 2022 | 67.03% |
| December 31, 2021 | 67.03% |
| November 30, 2021 | 67.03% |
| October 31, 2021 | 67.03% |
| September 30, 2021 | 67.03% |
| August 31, 2021 | 67.03% |
| July 31, 2021 | 67.03% |
| June 30, 2021 | 67.03% |
| May 31, 2021 | 67.03% |
| April 30, 2021 | 67.03% |
| March 31, 2021 | 67.03% |
| February 28, 2021 | 67.03% |
| January 31, 2021 | 67.03% |
| December 31, 2020 | 67.03% |
| November 30, 2020 | 67.03% |
| October 31, 2020 | 67.03% |
| September 30, 2020 | 67.03% |
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
57.83%
Minimum
Nov 2019
67.22%
Maximum
Oct 2022
66.49%
Average
67.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.97 |
| Beta (5Y) | 0.5714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.59% |
| Historical Sharpe Ratio (5Y) | -0.4927 |
| Historical Sortino (5Y) | -0.7182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.21% |