National Research Corp (NRC)
35.42
+0.24
(+0.68%)
USD |
NASDAQ |
May 07, 11:37
National Research Max Drawdown (5Y): 53.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 50.23% |
July 31, 2020 | 50.23% |
June 30, 2020 | 50.23% |
May 31, 2020 | 50.23% |
April 30, 2020 | 50.23% |
March 31, 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
May 2019
53.71%
Maximum
May 2022
50.11%
Average
50.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Spok Holdings Inc | 61.03% |
Ontrak Inc | 99.97% |
DarioHealth Corp | 96.92% |
LogicMark Inc | 99.88% |
FOXO Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.347 |
Beta (5Y) | 0.455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.47% |
Historical Sharpe Ratio (5Y) | -0.0979 |
Historical Sortino (5Y) | -0.139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.88% |