National Research Corp (NRC)
18.50
+0.34
(+1.87%)
USD |
NASDAQ |
Nov 04, 16:00
18.42
-0.08
(-0.43%)
Pre-Market: 20:00
National Research Max Drawdown (5Y): 72.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.54% |
| September 30, 2024 | 68.31% |
| August 31, 2024 | 68.31% |
| July 31, 2024 | 66.05% |
| June 30, 2024 | 64.85% |
| May 31, 2024 | 57.07% |
| April 30, 2024 | 53.71% |
| March 31, 2024 | 53.71% |
| February 29, 2024 | 53.71% |
| January 31, 2024 | 53.71% |
| December 31, 2023 | 53.71% |
| November 30, 2023 | 53.71% |
| October 31, 2023 | 53.71% |
| September 30, 2023 | 53.71% |
| August 31, 2023 | 53.71% |
| July 31, 2023 | 53.71% |
| June 30, 2023 | 53.71% |
| May 31, 2023 | 53.71% |
| April 30, 2023 | 53.71% |
| March 31, 2023 | 53.71% |
| February 28, 2023 | 53.71% |
| January 31, 2023 | 53.71% |
| December 31, 2022 | 53.71% |
| November 30, 2022 | 53.71% |
| October 31, 2022 | 53.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.71% |
| August 31, 2022 | 53.71% |
| July 31, 2022 | 53.71% |
| June 30, 2022 | 53.71% |
| May 31, 2022 | 53.71% |
| April 30, 2022 | 50.23% |
| March 31, 2022 | 50.23% |
| February 28, 2022 | 50.23% |
| January 31, 2022 | 50.23% |
| December 31, 2021 | 50.23% |
| November 30, 2021 | 50.23% |
| October 31, 2021 | 50.23% |
| September 30, 2021 | 50.23% |
| August 31, 2021 | 50.23% |
| July 31, 2021 | 50.23% |
| June 30, 2021 | 50.23% |
| May 31, 2021 | 50.23% |
| April 30, 2021 | 50.23% |
| March 31, 2021 | 50.23% |
| February 28, 2021 | 50.23% |
| January 31, 2021 | 50.23% |
| December 31, 2020 | 50.23% |
| November 30, 2020 | 50.23% |
| October 31, 2020 | 50.23% |
| September 30, 2020 | 50.23% |
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
41.15%
Minimum
Nov 2019
72.54%
Maximum
Oct 2024
52.61%
Average
51.97%
Median
Max Drawdown (5Y) Benchmarks
| Spok Holdings Inc | 61.03% |
| Ontrak Inc | 99.98% |
| DarioHealth Corp | 98.20% |
| LogicMark Inc | 99.99% |
| FOXO Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.19 |
| Beta (5Y) | 0.513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.56% |
| Historical Sharpe Ratio (5Y) | -0.6241 |
| Historical Sortino (5Y) | -0.88 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.01% |