Nu Skin Enterprises Inc (NUS)
20.69
-0.07
(-0.34%)
USD |
NYSE |
Oct 03, 16:00
20.69
0.00 (0.00%)
After-Hours: 20:00
Nu Skin Enterprises Max Drawdown (5Y): 84.56% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 84.56% |
| August 31, 2023 | 84.56% |
| July 31, 2023 | 84.56% |
| June 30, 2023 | 84.56% |
| May 31, 2023 | 84.56% |
| April 30, 2023 | 84.56% |
| March 31, 2023 | 84.56% |
| February 28, 2023 | 84.56% |
| January 31, 2023 | 84.56% |
| December 31, 2022 | 84.56% |
| November 30, 2022 | 84.56% |
| October 31, 2022 | 84.56% |
| September 30, 2022 | 84.56% |
| August 31, 2022 | 84.56% |
| July 31, 2022 | 84.56% |
| June 30, 2022 | 84.56% |
| May 31, 2022 | 84.56% |
| April 30, 2022 | 84.56% |
| March 31, 2022 | 84.56% |
| February 28, 2022 | 84.56% |
| January 31, 2022 | 84.56% |
| December 31, 2021 | 84.56% |
| November 30, 2021 | 84.56% |
| October 31, 2021 | 84.56% |
| September 30, 2021 | 84.56% |
| Date | Value |
|---|---|
| August 31, 2021 | 84.56% |
| July 31, 2021 | 84.56% |
| June 30, 2021 | 84.56% |
| May 31, 2021 | 84.56% |
| April 30, 2021 | 84.56% |
| March 31, 2021 | 84.56% |
| February 28, 2021 | 84.56% |
| January 31, 2021 | 84.56% |
| December 31, 2020 | 84.56% |
| November 30, 2020 | 84.56% |
| October 31, 2020 | 84.56% |
| September 30, 2020 | 84.56% |
| August 31, 2020 | 84.56% |
| July 31, 2020 | 84.56% |
| June 30, 2020 | 84.56% |
| May 31, 2020 | 84.56% |
| April 30, 2020 | 84.56% |
| March 31, 2020 | 84.56% |
| February 29, 2020 | 78.51% |
| January 31, 2020 | 78.51% |
| December 31, 2019 | 78.51% |
| November 30, 2019 | 78.51% |
| October 31, 2019 | 78.51% |
| September 30, 2019 | 78.51% |
| August 31, 2019 | 78.51% |
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
78.51%
Minimum
Oct 2018
84.56%
Maximum
Mar 2020
82.84%
Average
84.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Andersons Inc | 72.73% |
| Calavo Growers Inc | 77.06% |
| Amcon Distributing Co | 54.99% |
| Sadot Group Inc | -- |
| LQR House Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.53 |
| Beta (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.17% |
| Historical Sharpe Ratio (5Y) | -0.3612 |
| Historical Sortino (5Y) | -0.6136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.94% |