NanoVibronix Inc (NAOV)
0.70
-0.04
(-5.41%)
USD |
NASDAQ |
May 03, 11:08
NanoVibronix Max Drawdown (5Y): 99.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.18% |
| March 31, 2024 | 99.18% |
| February 29, 2024 | 99.18% |
| January 31, 2024 | 99.18% |
| December 31, 2023 | 99.18% |
| November 30, 2023 | 99.18% |
| October 31, 2023 | 99.09% |
| September 30, 2023 | 98.39% |
| August 31, 2023 | 98.39% |
| July 31, 2023 | 96.99% |
| June 30, 2023 | 96.99% |
| May 31, 2023 | 96.99% |
| April 30, 2023 | 96.99% |
| March 31, 2023 | 96.99% |
| February 28, 2023 | 95.87% |
| January 31, 2023 | 95.40% |
| December 31, 2022 | 94.99% |
| November 30, 2022 | 94.99% |
| October 31, 2022 | 92.71% |
| September 30, 2022 | 92.71% |
| August 31, 2022 | 92.71% |
| July 31, 2022 | 92.52% |
| June 30, 2022 | 92.52% |
| May 31, 2022 | 92.52% |
| April 30, 2022 | 92.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.37% |
| February 28, 2022 | 92.37% |
| January 31, 2022 | 92.37% |
| December 31, 2021 | 92.37% |
| November 30, 2021 | 92.37% |
| October 31, 2021 | 92.37% |
| September 30, 2021 | 92.37% |
| August 31, 2021 | 92.37% |
| July 31, 2021 | 92.37% |
| June 30, 2021 | 92.37% |
| May 31, 2021 | 92.37% |
| April 30, 2021 | 92.37% |
| March 31, 2021 | 92.37% |
| February 28, 2021 | 92.37% |
| January 31, 2021 | 92.37% |
| December 31, 2020 | 92.37% |
| November 30, 2020 | 92.37% |
| October 31, 2020 | 92.08% |
| September 30, 2020 | 91.94% |
| August 31, 2020 | 90.72% |
| July 31, 2020 | 80.05% |
| June 30, 2020 | 75.96% |
| May 31, 2020 | 75.96% |
| April 30, 2020 | 75.96% |
| March 31, 2020 | 73.36% |
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
62.16%
Minimum
May 2019
99.18%
Maximum
Nov 2023
88.50%
Average
92.37%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Cutera Inc | 98.09% |
| Dynatronics Corp | 96.99% |
| Stereotaxis Inc | 86.04% |
| Electromed Inc | 55.84% |
| Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.18 |
| Beta (5Y) | 1.30 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.9% |
| Historical Sharpe Ratio (5Y) | -0.486 |
| Historical Sortino (5Y) | -1.313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.33% |