Nintendo Co Ltd (NTDOY)

14.70 -0.35 (-2.33%) USD  |  OTCM  |  Dec 20, 16:00
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Nintendo Max Drawdown (5Y): 39.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sega Sammy Holdings Inc 48.70%
Capcom Co Ltd 38.11%
Square Enix Holdings Co Ltd 54.38%
NEXON Co Ltd 61.35%
Konami Group Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.689
Beta (5Y) 0.4416
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.60%
Historical Sharpe Ratio (5Y) 0.3473
Historical Sortino (5Y) 0.6812
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.76%