Nissan Motor Co Ltd (NSANY)
7.40
+0.11
(+1.51%)
USD |
OTCM |
May 02, 11:41
Nissan Motor Max Drawdown (5Y): 71.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 71.00% |
July 31, 2020 | 71.00% |
June 30, 2020 | 71.00% |
May 31, 2020 | 71.00% |
April 30, 2020 | 71.00% |
March 31, 2020 | 66.38% |
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
33.65%
Minimum
May 2019
71.00%
Maximum
Apr 2020
65.88%
Average
71.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Toyota Motor Corp | 36.79% |
Honda Motor Co Ltd | 41.93% |
General Motors Co | 59.94% |
Tesla Inc | 73.63% |
Mazda Motor Corp | 75.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.70 |
Beta (5Y) | 1.073 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.30% |
Historical Sharpe Ratio (5Y) | -0.4459 |
Historical Sortino (5Y) | -0.7499 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.10% |