Nu Skin Enterprises Inc (NUS)
7.04
-0.28
(-3.83%)
USD |
NYSE |
Dec 18, 16:00
7.046
+0.01
(+0.09%)
Pre-Market: 20:00
Nu Skin Enterprises Max Drawdown (5Y): 88.96% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
US Foods Holding Corp | 77.30% |
Amcon Distributing Co | 54.99% |
Sadot Group Inc | -- |
LQR House Inc | -- |
Heritage Distilling Holding Co Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.87 |
Beta (5Y) | 1.200 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.80% |
Historical Sharpe Ratio (5Y) | -0.5823 |
Historical Sortino (5Y) | -0.9581 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.07% |