News Corp (NWSA)
29.35
+0.30
(+1.03%)
USD |
NASDAQ |
Nov 29, 16:00
News Max Drawdown (5Y): 50.66% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 50.66% |
October 31, 2024 | 50.66% |
September 30, 2024 | 50.66% |
August 31, 2024 | 50.66% |
July 31, 2024 | 50.66% |
June 30, 2024 | 50.66% |
May 31, 2024 | 50.66% |
April 30, 2024 | 50.66% |
March 31, 2024 | 50.66% |
February 29, 2024 | 50.66% |
January 31, 2024 | 50.66% |
December 31, 2023 | 50.66% |
November 30, 2023 | 50.66% |
October 31, 2023 | 50.66% |
September 30, 2023 | 50.66% |
August 31, 2023 | 50.66% |
July 31, 2023 | 50.66% |
June 30, 2023 | 50.66% |
May 31, 2023 | 50.66% |
April 30, 2023 | 50.66% |
March 31, 2023 | 50.66% |
February 28, 2023 | 50.66% |
January 31, 2023 | 50.66% |
December 31, 2022 | 50.66% |
November 30, 2022 | 50.66% |
Date | Value |
---|---|
October 31, 2022 | 50.66% |
September 30, 2022 | 50.66% |
August 31, 2022 | 50.66% |
July 31, 2022 | 50.66% |
June 30, 2022 | 50.66% |
May 31, 2022 | 50.66% |
April 30, 2022 | 50.66% |
March 31, 2022 | 50.66% |
February 28, 2022 | 50.66% |
January 31, 2022 | 50.66% |
December 31, 2021 | 50.66% |
November 30, 2021 | 50.66% |
October 31, 2021 | 50.66% |
September 30, 2021 | 50.66% |
August 31, 2021 | 50.66% |
July 31, 2021 | 50.66% |
June 30, 2021 | 50.66% |
May 31, 2021 | 50.66% |
April 30, 2021 | 50.66% |
March 31, 2021 | 50.66% |
February 28, 2021 | 50.66% |
January 31, 2021 | 50.66% |
December 31, 2020 | 50.66% |
November 30, 2020 | 50.66% |
October 31, 2020 | 50.66% |
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
43.04%
Minimum
Dec 2019
50.66%
Maximum
Apr 2020
50.28%
Average
50.66%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Fox Corp | -- |
The Walt Disney Co | 60.72% |
Color Star Technology Co Ltd | 99.96% |
American Films Inc | 98.61% |
Sycamore Entertainment Group Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.317 |
Beta (5Y) | 1.354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.70% |
Historical Sharpe Ratio (5Y) | 0.4695 |
Historical Sortino (5Y) | 0.7257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.57% |