News Corp (NWS)
32.11
+0.42
(+1.33%)
USD |
NASDAQ |
Nov 21, 16:00
32.10
-0.01
(-0.03%)
After-Hours: 20:00
News Max Drawdown (5Y): 51.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.87% |
| September 30, 2024 | 51.87% |
| August 31, 2024 | 51.87% |
| July 31, 2024 | 51.87% |
| June 30, 2024 | 51.87% |
| May 31, 2024 | 51.87% |
| April 30, 2024 | 51.87% |
| March 31, 2024 | 51.87% |
| February 29, 2024 | 51.87% |
| January 31, 2024 | 51.87% |
| December 31, 2023 | 51.87% |
| November 30, 2023 | 51.87% |
| October 31, 2023 | 51.87% |
| September 30, 2023 | 51.87% |
| August 31, 2023 | 51.87% |
| July 31, 2023 | 51.87% |
| June 30, 2023 | 51.87% |
| May 31, 2023 | 51.87% |
| April 30, 2023 | 51.87% |
| March 31, 2023 | 51.87% |
| February 28, 2023 | 51.87% |
| January 31, 2023 | 51.87% |
| December 31, 2022 | 51.87% |
| November 30, 2022 | 51.87% |
| October 31, 2022 | 51.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.87% |
| August 31, 2022 | 51.87% |
| July 31, 2022 | 51.87% |
| June 30, 2022 | 51.87% |
| May 31, 2022 | 51.87% |
| April 30, 2022 | 51.87% |
| March 31, 2022 | 51.87% |
| February 28, 2022 | 51.87% |
| January 31, 2022 | 51.87% |
| December 31, 2021 | 51.87% |
| November 30, 2021 | 51.87% |
| October 31, 2021 | 51.87% |
| September 30, 2021 | 51.87% |
| August 31, 2021 | 51.87% |
| July 31, 2021 | 51.87% |
| June 30, 2021 | 51.87% |
| May 31, 2021 | 51.87% |
| April 30, 2021 | 51.87% |
| March 31, 2021 | 51.87% |
| February 28, 2021 | 51.87% |
| January 31, 2021 | 51.87% |
| December 31, 2020 | 51.87% |
| November 30, 2020 | 51.87% |
| October 31, 2020 | 51.87% |
| September 30, 2020 | 51.87% |
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
39.47%
Minimum
Nov 2019
51.87%
Maximum
Mar 2020
51.04%
Average
51.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fox Corp | -- |
| The Walt Disney Co | 60.72% |
| American Films Inc | 98.61% |
| Sycamore Entertainment Group Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.190 |
| Beta (5Y) | 1.361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.68% |
| Historical Sharpe Ratio (5Y) | 0.403 |
| Historical Sortino (5Y) | 0.5934 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |