Nissan Motor Co Ltd (NSANF)
3.62
+0.08
(+2.12%)
USD |
OTCM |
Apr 26, 16:00
Nissan Motor Max Drawdown (5Y): 70.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 70.01% |
February 29, 2024 | 70.01% |
January 31, 2024 | 70.01% |
December 31, 2023 | 70.01% |
November 30, 2023 | 70.01% |
October 31, 2023 | 70.01% |
September 30, 2023 | 70.01% |
August 31, 2023 | 70.01% |
July 31, 2023 | 70.01% |
June 30, 2023 | 70.01% |
May 31, 2023 | 70.01% |
April 30, 2023 | 70.01% |
March 31, 2023 | 70.01% |
February 28, 2023 | 70.01% |
January 31, 2023 | 70.01% |
December 31, 2022 | 70.01% |
November 30, 2022 | 70.01% |
October 31, 2022 | 70.01% |
September 30, 2022 | 70.01% |
August 31, 2022 | 70.01% |
July 31, 2022 | 70.01% |
June 30, 2022 | 70.01% |
May 31, 2022 | 70.01% |
April 30, 2022 | 70.01% |
March 31, 2022 | 70.01% |
Date | Value |
---|---|
February 28, 2022 | 70.01% |
January 31, 2022 | 70.01% |
December 31, 2021 | 70.01% |
November 30, 2021 | 70.01% |
October 31, 2021 | 70.01% |
September 30, 2021 | 70.01% |
August 31, 2021 | 70.01% |
July 31, 2021 | 70.01% |
June 30, 2021 | 70.01% |
May 31, 2021 | 70.01% |
April 30, 2021 | 70.01% |
March 31, 2021 | 70.01% |
February 28, 2021 | 70.01% |
January 31, 2021 | 70.01% |
December 31, 2020 | 70.01% |
November 30, 2020 | 70.01% |
October 31, 2020 | 70.01% |
September 30, 2020 | 70.01% |
August 31, 2020 | 70.01% |
July 31, 2020 | 70.01% |
June 30, 2020 | 70.01% |
May 31, 2020 | 70.01% |
April 30, 2020 | 70.01% |
March 31, 2020 | 67.06% |
February 29, 2020 | 57.61% |
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
27.25%
Minimum
Apr 2019
70.01%
Maximum
Apr 2020
64.24%
Average
70.01%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Toyota Motor Corp | 36.79% |
Honda Motor Co Ltd | 41.93% |
Mazda Motor Corp | 75.51% |
Mitsubishi Motors Corp | 77.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.91 |
Beta (5Y) | 0.9589 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.51% |
Historical Sharpe Ratio (5Y) | -0.4054 |
Historical Sortino (5Y) | -0.6902 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |