Nintendo Co Ltd (NTDOY)
12.40
-0.01
(-0.08%)
USD |
OTCM |
May 07, 16:06
Nintendo Max Drawdown (5Y): 39.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.63% |
March 31, 2024 | 39.63% |
February 29, 2024 | 39.63% |
January 31, 2024 | 39.63% |
December 31, 2023 | 41.51% |
November 30, 2023 | 42.88% |
October 31, 2023 | 42.88% |
September 30, 2023 | 44.78% |
August 31, 2023 | 44.78% |
July 31, 2023 | 44.78% |
June 30, 2023 | 44.78% |
May 31, 2023 | 44.78% |
April 30, 2023 | 44.78% |
March 31, 2023 | 44.78% |
February 28, 2023 | 44.78% |
January 31, 2023 | 44.78% |
December 31, 2022 | 44.78% |
November 30, 2022 | 44.78% |
October 31, 2022 | 44.78% |
September 30, 2022 | 44.78% |
August 31, 2022 | 44.78% |
July 31, 2022 | 44.78% |
June 30, 2022 | 44.78% |
May 31, 2022 | 44.78% |
April 30, 2022 | 44.78% |
Date | Value |
---|---|
March 31, 2022 | 44.78% |
February 28, 2022 | 44.78% |
January 31, 2022 | 44.78% |
December 31, 2021 | 44.78% |
November 30, 2021 | 44.78% |
October 31, 2021 | 44.78% |
September 30, 2021 | 44.78% |
August 31, 2021 | 44.78% |
July 31, 2021 | 44.78% |
June 30, 2021 | 44.78% |
May 31, 2021 | 44.78% |
April 30, 2021 | 44.78% |
March 31, 2021 | 44.78% |
February 28, 2021 | 44.78% |
January 31, 2021 | 44.78% |
December 31, 2020 | 44.78% |
November 30, 2020 | 45.24% |
October 31, 2020 | 53.37% |
September 30, 2020 | 54.57% |
August 31, 2020 | 54.57% |
July 31, 2020 | 54.57% |
June 30, 2020 | 54.57% |
May 31, 2020 | 54.57% |
April 30, 2020 | 54.57% |
March 31, 2020 | 54.57% |
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
39.63%
Minimum
Jan 2024
71.51%
Maximum
May 2019
49.38%
Average
44.78%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
Nippon Telegraph & Telephone Corp | 22.93% |
KDDI Corp | 21.25% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.876 |
Beta (5Y) | 0.3834 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.68% |
Historical Sharpe Ratio (5Y) | 0.2943 |
Historical Sortino (5Y) | 0.5771 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |