Nintendo Co Ltd (NTDOY)
11.89
-0.15
(-1.25%)
USD |
OTCM |
Apr 25, 16:10
Nintendo Max Drawdown (5Y): 39.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.63% |
| February 29, 2024 | 39.63% |
| January 31, 2024 | 39.63% |
| December 31, 2023 | 41.51% |
| November 30, 2023 | 42.88% |
| October 31, 2023 | 42.88% |
| 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% |
| Date | Value |
|---|---|
| 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 | 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% |
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
Jan 2024
71.51%
Maximum
Apr 2019
49.91%
Average
44.78%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| KDDI Corp | 20.97% |
| Nippon Telegraph & Telephone Corp | 27.83% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.853 |
| Beta (5Y) | 0.3823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.22% |
| Historical Sharpe Ratio (5Y) | 0.5454 |
| Historical Sortino (5Y) | 1.067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.04% |