Nestlé SA (NSRGF)
101.69
-3.69
(-3.50%)
USD |
OTCM |
Nov 11, 16:00
Nestlé Max Drawdown (5Y) : 38.79% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 38.79% |
| September 30, 2026 | 38.79% |
| August 31, 2026 | 38.79% |
| July 31, 2026 | 38.79% |
| June 30, 2026 | 38.79% |
| May 31, 2026 | 38.79% |
| April 30, 2026 | 38.79% |
| March 31, 2026 | 38.79% |
| February 28, 2026 | 38.79% |
| January 31, 2026 | 38.79% |
| December 31, 2025 | 38.79% |
| November 30, 2025 | 38.79% |
| October 31, 2025 | 38.79% |
| September 30, 2025 | 38.79% |
| August 31, 2025 | 38.79% |
| July 31, 2025 | 38.79% |
| June 30, 2025 | 38.79% |
| May 31, 2025 | 38.79% |
| April 30, 2025 | 38.79% |
| March 31, 2025 | 38.79% |
| February 28, 2025 | 38.79% |
| January 31, 2025 | 38.79% |
| December 31, 2024 | 38.28% |
| November 30, 2024 | 35.10% |
| October 31, 2024 | 28.44% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 24.10% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Campbell's Co. | 61.13% |
| General Mills, Inc. | 59.65% |
| The Kraft Heinz Co. | 57.42% |
| B&G Foods, Inc. | 90.27% |
| Japan Food Tech Holdings, Inc. | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.136 |
| Beta (5Y) | 0.3713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.36% |
| Historical Sharpe Ratio (5Y) | -0.299 |
| Historical Sortino (5Y) | -0.5947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.86% |