NatWest Group PLC (NWG)

10.05 -0.02 (-0.20%) USD  |  NYSE  |  Dec 20, 16:00
10.56 +0.51 (+5.07%) After-Hours: 20:00
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NatWest Group Max Drawdown (5Y): 75.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Barclays PLC 76.01%
HSBC Holdings PLC 63.37%
Lloyds Banking Group PLC 71.93%
Banco Santander SA 73.82%
Argo Blockchain PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.194
Beta (5Y) 1.285
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.73%
Historical Sharpe Ratio (5Y) 0.3348
Historical Sortino (5Y) 0.4461
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.13%