Nintendo Co Ltd (NTDOY)
10.18
+0.06
(+0.59%)
USD |
OTCM |
Oct 03, 16:01
Nintendo Max Drawdown (5Y): 44.78% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 44.78% |
| August 31, 2023 | 44.78% |
| July 31, 2023 | 44.78% |
| June 30, 2023 | 44.78% |
| May 31, 2023 | 44.78% |
| April 30, 2023 | 44.78% |
| March 31, 2023 | 44.78% |
| February 28, 2023 | 44.78% |
| January 31, 2023 | 44.78% |
| December 31, 2022 | 44.78% |
| November 30, 2022 | 44.78% |
| October 31, 2022 | 44.78% |
| September 30, 2022 | 44.78% |
| August 31, 2022 | 44.78% |
| July 31, 2022 | 44.78% |
| June 30, 2022 | 44.78% |
| May 31, 2022 | 44.78% |
| April 30, 2022 | 44.78% |
| March 31, 2022 | 44.78% |
| February 28, 2022 | 44.78% |
| January 31, 2022 | 44.78% |
| December 31, 2021 | 44.78% |
| November 30, 2021 | 44.78% |
| October 31, 2021 | 44.78% |
| September 30, 2021 | 44.78% |
| Date | Value |
|---|---|
| August 31, 2021 | 44.78% |
| July 31, 2021 | 44.78% |
| June 30, 2021 | 44.78% |
| May 31, 2021 | 44.78% |
| April 30, 2021 | 44.78% |
| March 31, 2021 | 44.78% |
| February 28, 2021 | 44.78% |
| January 31, 2021 | 44.78% |
| December 31, 2020 | 44.78% |
| November 30, 2020 | 45.24% |
| October 31, 2020 | 53.37% |
| September 30, 2020 | 54.57% |
| August 31, 2020 | 54.57% |
| July 31, 2020 | 54.57% |
| June 30, 2020 | 54.57% |
| May 31, 2020 | 54.57% |
| April 30, 2020 | 54.57% |
| March 31, 2020 | 54.57% |
| February 29, 2020 | 54.57% |
| January 31, 2020 | 54.57% |
| December 31, 2019 | 64.72% |
| November 30, 2019 | 70.81% |
| October 31, 2019 | 71.51% |
| September 30, 2019 | 71.51% |
| August 31, 2019 | 71.51% |
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
44.78%
Minimum
Dec 2020
71.51%
Maximum
Oct 2018
52.96%
Average
44.78%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Sega Sammy Holdings Inc | 44.23% |
| Capcom Co Ltd | 38.11% |
| Square Enix Holdings Co Ltd | 47.76% |
| NEXON Co Ltd | 56.11% |
| Konami Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0997 |
| Beta (5Y) | 0.4727 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.71% |
| Historical Sharpe Ratio (5Y) | 0.2719 |
| Historical Sortino (5Y) | 0.5479 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |