Nestle SA (NSRGY)

82.34 +0.26 (+0.32%) USD  |  OTCM  |  Dec 20, 16:00
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Nestle Max Drawdown (5Y): 34.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Coca-Cola HBC AG 51.91%
Aryzta AG 98.08%
Emmi AG --
Chocoladefabriken Lindt & Spruengli AG --
Barry Callebaut AG 51.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.63
Beta (5Y) 0.5398
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.95%
Historical Sharpe Ratio (5Y) -0.1903
Historical Sortino (5Y) -0.3236
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.41%