NTT Data Group Corp (NTDTY)
18.71
+0.55
(+3.03%)
USD |
OTCM |
Nov 22, 16:00
NTT Data Group Max Drawdown (5Y): 47.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.18% |
September 30, 2024 | 47.18% |
August 31, 2024 | 47.18% |
July 31, 2024 | 47.18% |
June 30, 2024 | 47.18% |
May 31, 2024 | 47.18% |
April 30, 2024 | 47.18% |
March 31, 2024 | 47.18% |
February 29, 2024 | 47.18% |
January 31, 2024 | 47.18% |
December 31, 2023 | 47.18% |
November 30, 2023 | 47.18% |
October 31, 2023 | 47.18% |
September 30, 2023 | 46.66% |
August 31, 2023 | 46.66% |
July 31, 2023 | 46.66% |
June 30, 2023 | 46.66% |
May 31, 2023 | 46.66% |
April 30, 2023 | 46.66% |
March 31, 2023 | 46.66% |
February 28, 2023 | 46.66% |
January 31, 2023 | 46.66% |
December 31, 2022 | 46.66% |
November 30, 2022 | 46.66% |
October 31, 2022 | 46.66% |
Date | Value |
---|---|
September 30, 2022 | 46.66% |
August 31, 2022 | 46.66% |
July 31, 2022 | 46.66% |
June 30, 2022 | 65.45% |
May 31, 2022 | 73.13% |
April 30, 2022 | 73.13% |
March 31, 2022 | 73.13% |
February 28, 2022 | 73.13% |
January 31, 2022 | 73.13% |
December 31, 2021 | 73.13% |
November 30, 2021 | 73.13% |
October 31, 2021 | 73.13% |
September 30, 2021 | 73.13% |
August 31, 2021 | 73.13% |
July 31, 2021 | 73.13% |
June 30, 2021 | 73.13% |
May 31, 2021 | 73.13% |
April 30, 2021 | 73.13% |
March 31, 2021 | 73.13% |
February 28, 2021 | 73.13% |
January 31, 2021 | 73.13% |
December 31, 2020 | 73.13% |
November 30, 2020 | 73.13% |
October 31, 2020 | 73.13% |
September 30, 2020 | 73.13% |
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
46.66%
Minimum
Jul 2022
73.13%
Maximum
Nov 2019
60.76%
Average
73.13%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.47 |
Beta (5Y) | 1.093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.52% |
Historical Sharpe Ratio (5Y) | 0.0723 |
Historical Sortino (5Y) | 0.123 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.24% |