Nestle SA (NSRGY)
85.68
-1.19
(-1.37%)
USD |
OTCM |
Nov 21, 16:00
Nestle Max Drawdown (5Y): 27.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.53% |
| September 30, 2024 | 25.55% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2022 | 19.39% |
| January 31, 2022 | 19.39% |
| December 31, 2021 | 19.39% |
| November 30, 2021 | 19.39% |
| October 31, 2021 | 19.74% |
| September 30, 2021 | 19.74% |
| 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% |
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
Nov 2021
27.53%
Maximum
Oct 2024
21.92%
Average
19.74%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Coca-Cola HBC AG | 51.91% |
| Aryzta AG | 97.65% |
| Emmi AG | -- |
| Chocoladefabriken Lindt & Spruengli AG | -- |
| Barry Callebaut AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.556 |
| Beta (5Y) | 0.5639 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.41% |
| Historical Sharpe Ratio (5Y) | -0.1308 |
| Historical Sortino (5Y) | -0.2298 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.93% |