News Corp. (NWSA)
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+0.38
(+1.25%)
USD |
NASDAQ |
Aug 24, 16:00
30.74
-0.02
(-0.05%)
After-Hours: 20:00
News Max Drawdown (5Y) : 45.08% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 45.08% |
| June 30, 2026 | 45.08% |
| May 31, 2026 | 45.08% |
| April 30, 2026 | 45.08% |
| March 31, 2026 | 45.08% |
| February 28, 2026 | 45.08% |
| January 31, 2026 | 45.08% |
| December 31, 2025 | 45.08% |
| November 30, 2025 | 45.08% |
| October 31, 2025 | 45.08% |
| September 30, 2025 | 45.08% |
| August 31, 2025 | 45.08% |
| July 31, 2025 | 45.08% |
| June 30, 2025 | 45.08% |
| May 31, 2025 | 45.08% |
| April 30, 2025 | 45.08% |
| March 31, 2025 | 50.66% |
| February 28, 2025 | 50.66% |
| January 31, 2025 | 50.66% |
| December 31, 2024 | 50.66% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The New York Times Co. | 49.93% |
| Fox Corp. | 42.83% |
| John Wiley & Sons, Inc. | 51.88% |
| Lee Enterprises, Inc. | 92.13% |
| Detroit Legal News Co. | 36.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.597 |
| Beta (5Y) | 0.8848 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.96% |
| Historical Sharpe Ratio (5Y) | -0.0182 |
| Historical Sortino (5Y) | -0.0272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |