Nomura Holdings Maximum Drawdown
| NMR Stock | | | USD 8.00 -0.16 -1.96% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Nomura Holdings's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
Nomura Holdings carries a Maximum Drawdown of 11.46, consistent with a moderate peak-to-trough loss. This places Nomura Holdings's drawdown exposure within the typical range for Stock.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 11.46 | |
| MAX | = | Maximum notation for the range of returns on Nomura Holdings |
Maximum Drawdown Peers Comparison
The peer group averages 8.92 for Maximum Drawdown, with Nomura Holdings at 11.46 falling above that level. Readings span 5.73 (T Rowe Price) to 17.68 (Credicorp). Nomura Holdings's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Nomura Holdings and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Nomura Holdings's Maximum Drawdown reads
11.46 while Maximum Drawdown reads
11.46 , a
1.00 ratio between the two. The two measures are closely aligned in magnitude for Nomura Holdings.
Methodology, Assumptions & Data Sources
Nomura Holdings has a current Maximum Drawdown reading of 11.46. The Maximum Drawdown for Nomura Holdings is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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