Nestle SA (NSRGY)
101.43
-1.60
(-1.55%)
USD |
OTCM |
Apr 25, 16:00
Nestle Max Drawdown (5Y): 24.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 21.71% |
| June 30, 2022 | 21.71% |
| May 31, 2022 | 19.39% |
| April 30, 2022 | 19.39% |
| March 31, 2022 | 19.39% |
| Date | Value |
|---|---|
| February 28, 2022 | 19.39% |
| January 31, 2022 | 19.39% |
| December 31, 2021 | 19.39% |
| November 30, 2021 | 19.39% |
| October 31, 2021 | 19.39% |
| September 30, 2021 | 19.39% |
| August 31, 2021 | 19.74% |
| July 31, 2021 | 19.74% |
| June 30, 2021 | 19.74% |
| May 31, 2021 | 19.74% |
| April 30, 2021 | 19.74% |
| March 31, 2021 | 19.74% |
| February 28, 2021 | 19.74% |
| January 31, 2021 | 19.74% |
| December 31, 2020 | 19.74% |
| November 30, 2020 | 19.74% |
| October 31, 2020 | 19.74% |
| September 30, 2020 | 19.74% |
| August 31, 2020 | 19.74% |
| July 31, 2020 | 19.74% |
| June 30, 2020 | 19.74% |
| May 31, 2020 | 19.74% |
| April 30, 2020 | 19.74% |
| March 31, 2020 | 19.74% |
| February 29, 2020 | 19.74% |
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
19.39%
Minimum
Sep 2021
24.42%
Maximum
Oct 2022
21.24%
Average
19.74%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Coca-Cola HBC AG | 51.91% |
| Aryzta AG | 97.65% |
| Chocoladefabriken Lindt & Spruengli AG | -- |
| Barry Callebaut AG | 51.09% |
| DSM Firmenich AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.009 |
| Beta (5Y) | 0.518 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.23% |
| Historical Sharpe Ratio (5Y) | 0.1598 |
| Historical Sortino (5Y) | 0.2769 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.90% |