Nicholas Fund (NICSX)

100.63 -0.67 (-0.66%) USD  |  Dec 13 2024
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NICSX Max Drawdown (5Y): 33.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Old Westbury All Cap Core Fund 34.01%
VALIC Company Large Capital Growth Fund 32.50%
Fidelity Contrafund 32.65%
BNY Mellon Large Cap Securities Fund 32.25%
Fidelity Total Market Index Fund 35.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.1469
Beta (5Y) 0.9869
Alpha (vs YCharts Benchmark) (5Y) 0.1469
Beta (vs YCharts Benchmark) (5Y) 0.9869
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.75%
Historical Sharpe Ratio (5Y) 0.7109
Historical Sortino (5Y) 0.7856
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.04%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NICSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NICSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.