Nintendo Co Ltd (NTDOY)
13.17
-0.09
(-0.68%)
USD |
OTCM |
Nov 22, 15:59
Nintendo Max Drawdown (5Y): 39.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.63% |
September 30, 2024 | 39.63% |
August 31, 2024 | 39.63% |
July 31, 2024 | 39.63% |
June 30, 2024 | 39.63% |
May 31, 2024 | 39.63% |
April 30, 2024 | 39.63% |
March 31, 2024 | 39.63% |
February 29, 2024 | 41.51% |
January 31, 2024 | 42.88% |
December 31, 2023 | 42.88% |
November 30, 2023 | 44.78% |
October 31, 2023 | 44.78% |
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% |
Date | Value |
---|---|
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% |
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 | 49.47% |
January 31, 2021 | 55.02% |
December 31, 2020 | 57.75% |
November 30, 2020 | 57.75% |
October 31, 2020 | 57.75% |
September 30, 2020 | 57.75% |
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
39.63%
Minimum
Mar 2024
71.51%
Maximum
Nov 2019
48.10%
Average
44.78%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Sega Sammy Holdings Inc | 48.70% |
Square Enix Holdings Co Ltd | 56.96% |
Capcom Co Ltd | 38.11% |
NEXON Co Ltd | -- |
Konami Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.675 |
Beta (5Y) | 0.4224 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.65% |
Historical Sharpe Ratio (5Y) | 0.2939 |
Historical Sortino (5Y) | 0.5836 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |