News Corp (NWS)
25.63
+0.70
(+2.81%)
USD |
NASDAQ |
May 09, 16:00
25.64
+0.02
(+0.06%)
After-Hours: 20:00
News Max Drawdown (5Y): 51.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 51.87% |
July 31, 2020 | 51.87% |
June 30, 2020 | 51.87% |
May 31, 2020 | 51.87% |
April 30, 2020 | 51.87% |
March 31, 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
May 2019
51.87%
Maximum
Mar 2020
49.80%
Average
51.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Walt Disney Co | 60.72% |
Warner Music Group Corp | -- |
Fox Corp | 50.55% |
American Films Inc | 98.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.588 |
Beta (5Y) | 1.372 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.99% |
Historical Sharpe Ratio (5Y) | 0.3807 |
Historical Sortino (5Y) | 0.5701 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |