News Corp (NWSA)

27.89 +0.28 (+1.01%) USD  |  NASDAQ  |  Dec 20, 16:00
27.87 -0.02 (-0.07%) After-Hours: 20:00
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News Max Drawdown (5Y): 50.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Fox Corp 50.55%
Color Star Technology Co Ltd 99.96%
American Films Inc 98.61%
Sycamore Entertainment Group Inc 99.61%
Netflix Inc 75.95%

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%