Nestle Malaysia Bhd (NSLYF)
27.00
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Nestle Malaysia Max Drawdown (5Y): 26.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 26.34% |
| March 31, 2024 | 26.34% |
| February 29, 2024 | 26.34% |
| January 31, 2024 | 26.34% |
| December 31, 2023 | 22.32% |
| November 30, 2023 | 22.32% |
| October 31, 2023 | 22.17% |
| September 30, 2023 | 22.17% |
| August 31, 2023 | 22.17% |
| July 31, 2023 | 22.17% |
| June 30, 2023 | 22.17% |
| May 31, 2023 | 22.17% |
| April 30, 2023 | 22.17% |
| March 31, 2023 | 22.17% |
| February 28, 2023 | 22.17% |
| January 31, 2023 | 22.17% |
| December 31, 2022 | 22.17% |
| November 30, 2022 | 22.17% |
| October 31, 2022 | 22.17% |
| September 30, 2022 | 22.17% |
| August 31, 2022 | 16.78% |
| July 31, 2022 | 16.78% |
| June 30, 2022 | 15.72% |
| May 31, 2022 | 15.40% |
| April 30, 2022 | 15.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 15.40% |
| February 28, 2022 | 15.40% |
| January 31, 2022 | 15.40% |
| December 31, 2021 | 15.40% |
| November 30, 2021 | 15.40% |
| October 31, 2021 | 15.40% |
| September 30, 2021 | 15.40% |
| August 31, 2021 | 15.40% |
| July 31, 2021 | 15.40% |
| June 30, 2021 | 15.40% |
| May 31, 2021 | 15.40% |
| April 30, 2021 | 15.40% |
| March 31, 2021 | 15.40% |
| February 28, 2021 | 15.40% |
| January 31, 2021 | 15.40% |
| December 31, 2020 | 15.40% |
| November 30, 2020 | 15.40% |
| October 31, 2020 | 15.40% |
| September 30, 2020 | 15.40% |
| August 31, 2020 | 23.67% |
| July 31, 2020 | 23.67% |
| June 30, 2020 | 23.67% |
| May 31, 2020 | 23.67% |
| April 30, 2020 | 23.67% |
| March 31, 2020 | 23.67% |
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
15.40%
Minimum
Sep 2020
26.34%
Maximum
Jan 2024
20.19%
Average
22.17%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.877 |
| Beta (5Y) | -0.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.78% |
| Historical Sharpe Ratio (5Y) | -0.6195 |
| Historical Sortino (5Y) | -0.7393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.31% |