Nestle SA (NSRGF)
85.85
-0.75
(-0.87%)
USD |
OTCM |
Nov 21, 13:04
Nestle Max Drawdown (5Y): 28.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 28.44% |
September 30, 2024 | 26.01% |
August 31, 2024 | 25.67% |
July 31, 2024 | 25.67% |
June 30, 2024 | 25.67% |
May 31, 2024 | 25.67% |
April 30, 2024 | 25.67% |
March 31, 2024 | 25.50% |
February 29, 2024 | 25.50% |
January 31, 2024 | 25.50% |
December 31, 2023 | 25.50% |
November 30, 2023 | 25.50% |
October 31, 2023 | 25.50% |
September 30, 2023 | 25.50% |
August 31, 2023 | 25.50% |
July 31, 2023 | 25.50% |
June 30, 2023 | 25.50% |
May 31, 2023 | 25.50% |
April 30, 2023 | 25.50% |
March 31, 2023 | 25.50% |
February 28, 2023 | 25.50% |
January 31, 2023 | 25.50% |
December 31, 2022 | 25.50% |
November 30, 2022 | 25.50% |
October 31, 2022 | 25.50% |
Date | Value |
---|---|
September 30, 2022 | 24.10% |
August 31, 2022 | 22.55% |
July 31, 2022 | 22.55% |
June 30, 2022 | 22.55% |
May 31, 2022 | 19.90% |
April 30, 2022 | 19.90% |
March 31, 2022 | 19.90% |
February 28, 2022 | 19.90% |
January 31, 2022 | 19.90% |
December 31, 2021 | 19.90% |
November 30, 2021 | 19.90% |
October 31, 2021 | 20.16% |
September 30, 2021 | 20.16% |
August 31, 2021 | 20.16% |
July 31, 2021 | 20.16% |
June 30, 2021 | 20.16% |
May 31, 2021 | 20.16% |
April 30, 2021 | 20.16% |
March 31, 2021 | 20.16% |
February 28, 2021 | 20.16% |
January 31, 2021 | 20.16% |
December 31, 2020 | 20.16% |
November 30, 2020 | 20.16% |
October 31, 2020 | 20.16% |
September 30, 2020 | 20.16% |
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
19.90%
Minimum
Nov 2021
28.44%
Maximum
Oct 2024
22.61%
Average
20.16%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Coca-Cola HBC AG | 51.91% |
Aryzta AG | 97.65% |
Chocoladefabriken Lindt & Spruengli AG | -- |
Barry Callebaut AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.061 |
Beta (5Y) | 0.5256 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.64% |
Historical Sharpe Ratio (5Y) | -0.129 |
Historical Sortino (5Y) | -0.2288 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.55% |