News Corp (NWSA)
24.56
-0.05
(-0.20%)
USD |
NASDAQ |
Apr 24, 16:00
24.56
0.00 (0.00%)
After-Hours: 20:00
News Max Drawdown (5Y): 50.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 50.66% |
April 30, 2022 | 50.66% |
March 31, 2022 | 50.66% |
Date | Value |
---|---|
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% |
September 30, 2020 | 50.66% |
August 31, 2020 | 50.66% |
July 31, 2020 | 50.66% |
June 30, 2020 | 50.66% |
May 31, 2020 | 50.66% |
April 30, 2020 | 50.66% |
March 31, 2020 | 50.36% |
February 29, 2020 | 43.04% |
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
Apr 2019
50.66%
Maximum
Apr 2020
49.26%
Average
50.66%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
The Walt Disney Co | 60.72% |
Warner Music Group Corp | -- |
American Films Inc | 98.61% |
Sycamore Entertainment Group Inc | 99.61% |
Netflix Inc | 75.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.005 |
Beta (5Y) | 1.331 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.95% |
Historical Sharpe Ratio (5Y) | 0.4275 |
Historical Sortino (5Y) | 0.6614 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.57% |