NSK Ltd (NPSKY)
9.659
-0.63
(-6.13%)
USD |
OTCM |
May 17, 16:00
NSK Max Drawdown (5Y): 67.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 67.03% |
July 31, 2020 | 67.03% |
June 30, 2020 | 67.03% |
May 31, 2020 | 67.03% |
April 30, 2020 | 67.03% |
March 31, 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
May 2019
67.22%
Maximum
Oct 2022
65.55%
Average
67.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Honda Motor Co Ltd | 41.93% |
Toyota Motor Corp | 36.79% |
MEDIROM Healthcare Technologies Inc | -- |
Yoshitsu Co Ltd | -- |
Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.34 |
Beta (5Y) | 0.7108 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.28% |
Historical Sharpe Ratio (5Y) | -0.4038 |
Historical Sortino (5Y) | -0.602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |