Novus Acquisition & Development Corp (NDEV)
0.0245
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Novus Acquisition & Development Max Drawdown (5Y): 98.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.40% |
| March 31, 2024 | 98.40% |
| February 29, 2024 | 98.40% |
| January 31, 2024 | 98.40% |
| December 31, 2023 | 98.40% |
| November 30, 2023 | 98.40% |
| October 31, 2023 | 98.40% |
| September 30, 2023 | 98.40% |
| August 31, 2023 | 98.40% |
| July 31, 2023 | 98.40% |
| June 30, 2023 | 98.40% |
| May 31, 2023 | 98.40% |
| April 30, 2023 | 98.40% |
| March 31, 2023 | 98.40% |
| February 28, 2023 | 98.40% |
| January 31, 2023 | 98.40% |
| December 31, 2022 | 98.40% |
| November 30, 2022 | 98.40% |
| October 31, 2022 | 98.40% |
| September 30, 2022 | 98.40% |
| August 31, 2022 | 98.40% |
| July 31, 2022 | 98.40% |
| June 30, 2022 | 98.40% |
| May 31, 2022 | 98.40% |
| April 30, 2022 | 98.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.40% |
| February 28, 2022 | 98.40% |
| January 31, 2022 | 98.40% |
| December 31, 2021 | 98.40% |
| November 30, 2021 | 98.40% |
| October 31, 2021 | 98.40% |
| September 30, 2021 | 98.40% |
| August 31, 2021 | 98.40% |
| July 31, 2021 | 98.40% |
| June 30, 2021 | 98.40% |
| May 31, 2021 | 98.40% |
| April 30, 2021 | 98.80% |
| March 31, 2021 | 99.13% |
| February 28, 2021 | 99.60% |
| January 31, 2021 | 99.60% |
| December 31, 2020 | 99.60% |
| November 30, 2020 | 99.60% |
| October 31, 2020 | 99.60% |
| September 30, 2020 | 99.60% |
| August 31, 2020 | 99.60% |
| July 31, 2020 | 99.60% |
| June 30, 2020 | 99.60% |
| May 31, 2020 | 99.60% |
| April 30, 2020 | 99.60% |
| March 31, 2020 | 99.60% |
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
98.40%
Minimum
May 2021
99.60%
Maximum
May 2019
98.86%
Average
98.40%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Erie Indemnity Co | 49.12% |
| Fundamental Global Inc | 88.05% |
| Root Inc | -- |
| Enact Holdings Inc | -- |
| Skyward Specialty Insurance Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.86 |
| Beta (5Y) | -0.3398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.9% |
| Historical Sharpe Ratio (5Y) | -0.3277 |
| Historical Sortino (5Y) | -0.9165 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.66% |