Nissan Motor Co Ltd (NSANY)
5.35
+0.02
(+0.28%)
USD |
OTCM |
Nov 04, 16:00
Nissan Motor Max Drawdown (5Y): 71.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.00% |
| September 30, 2024 | 71.00% |
| August 31, 2024 | 71.00% |
| July 31, 2024 | 71.00% |
| June 30, 2024 | 71.00% |
| May 31, 2024 | 71.00% |
| April 30, 2024 | 71.00% |
| March 31, 2024 | 71.00% |
| February 29, 2024 | 71.00% |
| January 31, 2024 | 71.00% |
| December 31, 2023 | 71.00% |
| November 30, 2023 | 71.00% |
| October 31, 2023 | 71.00% |
| September 30, 2023 | 71.00% |
| August 31, 2023 | 71.00% |
| July 31, 2023 | 71.00% |
| June 30, 2023 | 71.00% |
| May 31, 2023 | 71.00% |
| April 30, 2023 | 71.00% |
| March 31, 2023 | 71.00% |
| February 28, 2023 | 71.00% |
| January 31, 2023 | 71.00% |
| December 31, 2022 | 71.00% |
| November 30, 2022 | 71.00% |
| October 31, 2022 | 71.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.00% |
| August 31, 2022 | 71.00% |
| July 31, 2022 | 71.00% |
| June 30, 2022 | 71.00% |
| May 31, 2022 | 71.00% |
| April 30, 2022 | 71.00% |
| March 31, 2022 | 71.00% |
| February 28, 2022 | 71.00% |
| January 31, 2022 | 71.00% |
| December 31, 2021 | 71.00% |
| November 30, 2021 | 71.00% |
| October 31, 2021 | 71.00% |
| September 30, 2021 | 71.00% |
| August 31, 2021 | 71.00% |
| July 31, 2021 | 71.00% |
| June 30, 2021 | 71.00% |
| May 31, 2021 | 71.00% |
| April 30, 2021 | 71.00% |
| March 31, 2021 | 71.00% |
| February 28, 2021 | 71.00% |
| January 31, 2021 | 71.00% |
| December 31, 2020 | 71.00% |
| November 30, 2020 | 71.00% |
| October 31, 2020 | 71.00% |
| September 30, 2020 | 71.00% |
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
39.64%
Minimum
Nov 2019
71.00%
Maximum
Apr 2020
69.28%
Average
71.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Toyota Motor Corp | 36.79% |
| Honda Motor Co Ltd | 41.93% |
| Subaru Corp | 58.05% |
| Mazda Motor Corp | 75.51% |
| Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.28 |
| Beta (5Y) | 1.008 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.50% |
| Historical Sharpe Ratio (5Y) | -0.4864 |
| Historical Sortino (5Y) | -0.8281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.38% |