Nomura Research Institute Ltd. (NRILY)
31.46
-0.50
(-1.58%)
USD |
OTCM |
Oct 05, 16:00
Nomura Research Institute Max Drawdown (5Y) : 52.98% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 52.98% |
| August 31, 2026 | 52.98% |
| July 31, 2026 | 52.98% |
| June 30, 2026 | 52.98% |
| May 31, 2026 | 52.98% |
| April 30, 2026 | 52.98% |
| March 31, 2026 | 52.98% |
| February 28, 2026 | 52.98% |
| January 31, 2026 | 52.98% |
| December 31, 2025 | 52.98% |
| November 30, 2025 | 52.98% |
| October 31, 2025 | 52.98% |
| September 30, 2025 | 52.98% |
| August 31, 2025 | 52.98% |
| July 31, 2025 | 52.98% |
| June 30, 2025 | 52.98% |
| May 31, 2025 | 52.98% |
| April 30, 2025 | 52.98% |
| March 31, 2025 | 52.98% |
| February 28, 2025 | 52.98% |
| January 31, 2025 | 52.98% |
| December 31, 2024 | 52.98% |
| November 30, 2024 | 52.98% |
| October 31, 2024 | 52.98% |
| September 30, 2024 | 52.98% |
| Date | Value |
|---|---|
| August 31, 2024 | 52.98% |
| July 31, 2024 | 52.98% |
| June 30, 2024 | 52.98% |
| May 31, 2024 | 52.98% |
| April 30, 2024 | 52.98% |
| March 31, 2024 | 52.98% |
| February 29, 2024 | 52.98% |
| January 31, 2024 | 52.98% |
| December 31, 2023 | 52.98% |
| November 30, 2023 | 52.98% |
| October 31, 2023 | 52.98% |
| September 30, 2023 | 52.98% |
| August 31, 2023 | 52.98% |
| July 31, 2023 | 52.98% |
| June 30, 2023 | 52.98% |
| May 31, 2023 | 52.98% |
| April 30, 2023 | 52.98% |
| March 31, 2023 | 52.98% |
| February 28, 2023 | 52.98% |
| January 31, 2023 | 52.98% |
| December 31, 2022 | 52.98% |
| November 30, 2022 | 52.98% |
| October 31, 2022 | 51.03% |
| September 30, 2022 | 47.09% |
| August 31, 2022 | 44.32% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| GMO Internet Group, Inc. | 58.45% |
| DTS Corp. | 70.07% |
| Pole To Win Holdings, Inc. | 0.00% |
| SHIFT, Inc. | -- |
| Fujitsu Ltd. | 47.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.71 |
| Beta (5Y) | 0.7560 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.73% |
| Historical Sharpe Ratio (5Y) | -0.2184 |
| Historical Sortino (5Y) | -0.312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.42% |