Naspers Ltd (NPSNY)

49.28 -0.43 (-0.86%) USD  |  OTCM  |  Dec 16, 16:00
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Naspers Max Drawdown (5Y): 66.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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MTN Group Ltd 89.42%
Vodacom Group Ltd 57.96%
MultiChoice Group Ltd 62.13%
T-Mobile US Inc 31.99%
Globalstar Inc 92.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.706
Beta (5Y) 0.4505
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.57%
Historical Sharpe Ratio (5Y) 0.1772
Historical Sortino (5Y) 0.3509
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.28%