Naspers Ltd (NPSNY)
37.82
-0.37
(-0.97%)
USD |
OTCM |
Apr 25, 16:00
Naspers Max Drawdown (5Y): 66.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.27% |
| February 29, 2024 | 66.27% |
| January 31, 2024 | 66.27% |
| December 31, 2023 | 66.27% |
| November 30, 2023 | 66.27% |
| October 31, 2023 | 66.27% |
| September 30, 2023 | 66.27% |
| August 31, 2023 | 66.27% |
| July 31, 2023 | 66.27% |
| June 30, 2023 | 66.27% |
| May 31, 2023 | 66.27% |
| April 30, 2023 | 66.27% |
| March 31, 2023 | 66.27% |
| February 28, 2023 | 66.27% |
| January 31, 2023 | 66.27% |
| December 31, 2022 | 66.27% |
| November 30, 2022 | 66.27% |
| October 31, 2022 | 66.27% |
| September 30, 2022 | 66.27% |
| August 31, 2022 | 66.27% |
| July 31, 2022 | 66.27% |
| June 30, 2022 | 66.27% |
| May 31, 2022 | 66.27% |
| April 30, 2022 | 63.63% |
| March 31, 2022 | 62.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.46% |
| January 31, 2022 | 48.20% |
| December 31, 2021 | 48.20% |
| November 30, 2021 | 48.20% |
| October 31, 2021 | 48.20% |
| September 30, 2021 | 48.20% |
| August 31, 2021 | 48.20% |
| July 31, 2021 | 48.20% |
| June 30, 2021 | 48.20% |
| May 31, 2021 | 48.20% |
| April 30, 2021 | 48.20% |
| March 31, 2021 | 48.20% |
| February 28, 2021 | 48.20% |
| January 31, 2021 | 48.20% |
| December 31, 2020 | 48.20% |
| November 30, 2020 | 48.20% |
| October 31, 2020 | 48.20% |
| September 30, 2020 | 48.20% |
| August 31, 2020 | 48.20% |
| July 31, 2020 | 48.20% |
| June 30, 2020 | 48.20% |
| May 31, 2020 | 48.20% |
| April 30, 2020 | 48.20% |
| March 31, 2020 | 48.20% |
| February 29, 2020 | 47.76% |
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
47.76%
Minimum
Apr 2019
66.27%
Maximum
May 2022
55.59%
Average
48.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MTN Group Ltd | 88.54% |
| Vodacom Group Ltd | 57.96% |
| MultiChoice Group Ltd | 62.13% |
| NetEase Inc | 57.32% |
| Weibo Corp | 92.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.994 |
| Beta (5Y) | 0.5682 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.77% |
| Historical Sharpe Ratio (5Y) | 0.0099 |
| Historical Sortino (5Y) | 0.0195 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.28% |