Nestlé SA (NSRGY)
90.24
+0.52
(+0.58%)
USD |
OTCM |
Oct 02, 16:00
Nestlé Max Drawdown (5Y) : 38.36% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 38.36% |
| August 31, 2026 | 38.36% |
| July 31, 2026 | 38.36% |
| June 30, 2026 | 38.36% |
| May 31, 2026 | 38.36% |
| April 30, 2026 | 38.36% |
| March 31, 2026 | 38.36% |
| February 28, 2026 | 38.36% |
| January 31, 2026 | 38.36% |
| December 31, 2025 | 38.36% |
| November 30, 2025 | 38.36% |
| October 31, 2025 | 38.36% |
| September 30, 2025 | 38.36% |
| August 31, 2025 | 38.36% |
| July 31, 2025 | 38.36% |
| June 30, 2025 | 38.36% |
| May 31, 2025 | 38.36% |
| April 30, 2025 | 38.36% |
| March 31, 2025 | 38.36% |
| February 28, 2025 | 38.36% |
| January 31, 2025 | 38.36% |
| December 31, 2024 | 37.53% |
| November 30, 2024 | 34.77% |
| October 31, 2024 | 27.53% |
| September 30, 2024 | 25.55% |
| Date | Value |
|---|---|
| August 31, 2024 | 25.08% |
| July 31, 2024 | 25.08% |
| June 30, 2024 | 25.08% |
| May 31, 2024 | 25.08% |
| April 30, 2024 | 25.08% |
| March 31, 2024 | 24.42% |
| February 29, 2024 | 24.42% |
| January 31, 2024 | 24.42% |
| December 31, 2023 | 24.42% |
| November 30, 2023 | 24.42% |
| October 31, 2023 | 24.42% |
| September 30, 2023 | 24.42% |
| August 31, 2023 | 24.42% |
| July 31, 2023 | 24.42% |
| June 30, 2023 | 24.42% |
| May 31, 2023 | 24.42% |
| April 30, 2023 | 24.42% |
| March 31, 2023 | 24.42% |
| February 28, 2023 | 24.42% |
| January 31, 2023 | 24.42% |
| December 31, 2022 | 24.42% |
| November 30, 2022 | 24.42% |
| October 31, 2022 | 24.42% |
| September 30, 2022 | 22.83% |
| August 31, 2022 | 21.71% |
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
| General Mills, Inc. | 59.65% |
| The Kraft Heinz Co. | 57.42% |
| The J. M. Smucker Co. | 38.11% |
| The Campbell's Co. | 60.67% |
| The Simply Good Foods Co. | 78.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.09 |
| Beta (5Y) | 0.4791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.33% |
| Historical Sharpe Ratio (5Y) | -0.3099 |
| Historical Sortino (5Y) | -0.6155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.69% |