NTT Data Group Corp (NTDTY)
15.32
-0.54
(-3.40%)
USD |
OTCM |
May 28, 11:41
NTT Data Group Max Drawdown (5Y): 47.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 46.66% |
| August 31, 2022 | 46.66% |
| July 31, 2022 | 46.66% |
| June 30, 2022 | 46.66% |
| May 31, 2022 | 46.66% |
| April 30, 2022 | 65.45% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 73.13% |
| July 31, 2020 | 73.13% |
| June 30, 2020 | 73.13% |
| May 31, 2020 | 73.13% |
| April 30, 2020 | 73.13% |
| March 31, 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
May 2022
73.13%
Maximum
May 2019
62.48%
Average
73.13%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.214 |
| Beta (5Y) | 1.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.03% |
| Historical Sharpe Ratio (5Y) | 0.1992 |
| Historical Sortino (5Y) | 0.3151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.68% |