Northern Trust Corp. (NTRS)
162.64
-4.84
(-2.89%)
USD |
NASDAQ |
Oct 14, 16:00
162.68
+0.04
(+0.02%)
Pre-Market: 20:00
Northern Trust Max Drawdown (5Y) : 50.00% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 50.00% |
| August 31, 2026 | 50.00% |
| July 31, 2026 | 50.00% |
| June 30, 2026 | 50.00% |
| May 31, 2026 | 50.00% |
| April 30, 2026 | 50.00% |
| March 31, 2026 | 50.00% |
| February 28, 2026 | 50.00% |
| January 31, 2026 | 50.00% |
| December 31, 2025 | 50.00% |
| November 30, 2025 | 50.00% |
| October 31, 2025 | 50.00% |
| September 30, 2025 | 50.00% |
| August 31, 2025 | 50.00% |
| July 31, 2025 | 50.00% |
| June 30, 2025 | 50.00% |
| May 31, 2025 | 50.00% |
| April 30, 2025 | 50.00% |
| March 31, 2025 | 50.00% |
| February 28, 2025 | 50.00% |
| January 31, 2025 | 50.00% |
| December 31, 2024 | 50.00% |
| November 30, 2024 | 50.00% |
| October 31, 2024 | 50.00% |
| September 30, 2024 | 50.00% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.00% |
| July 31, 2024 | 50.00% |
| June 30, 2024 | 50.00% |
| May 31, 2024 | 50.00% |
| April 30, 2024 | 50.00% |
| March 31, 2024 | 50.00% |
| February 29, 2024 | 50.00% |
| January 31, 2024 | 50.00% |
| December 31, 2023 | 50.00% |
| November 30, 2023 | 50.00% |
| October 31, 2023 | 50.00% |
| September 30, 2023 | 45.86% |
| August 31, 2023 | 45.86% |
| July 31, 2023 | 45.86% |
| June 30, 2023 | 45.86% |
| May 31, 2023 | 45.86% |
| April 30, 2023 | 42.75% |
| March 31, 2023 | 42.75% |
| February 28, 2023 | 42.75% |
| January 31, 2023 | 42.75% |
| December 31, 2022 | 42.75% |
| November 30, 2022 | 42.75% |
| October 31, 2022 | 42.75% |
| September 30, 2022 | 42.75% |
| August 31, 2022 | 42.75% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Franklin Templeton, Inc. | 47.44% |
| Invesco Ltd. | 55.14% |
| BlackRock, Inc. | 43.88% |
| Blackstone, Inc. | 49.26% |
| Lazard, Inc. | 44.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.454 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.01% |
| Historical Sharpe Ratio (5Y) | 0.3203 |
| Historical Sortino (5Y) | 0.6028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |