Nordson Corp (NDSN)
256.58
+4.02
(+1.59%)
USD |
NASDAQ |
Nov 21, 16:00
256.45
-0.13
(-0.05%)
After-Hours: 20:00
Nordson Max Drawdown (5Y): 44.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 44.23% |
September 30, 2024 | 44.23% |
August 31, 2024 | 44.23% |
July 31, 2024 | 44.23% |
June 30, 2024 | 44.23% |
May 31, 2024 | 44.23% |
April 30, 2024 | 44.23% |
March 31, 2024 | 44.23% |
February 29, 2024 | 44.23% |
January 31, 2024 | 44.23% |
December 31, 2023 | 44.23% |
November 30, 2023 | 44.23% |
October 31, 2023 | 44.23% |
September 30, 2023 | 44.23% |
August 31, 2023 | 44.23% |
July 31, 2023 | 44.23% |
June 30, 2023 | 44.23% |
May 31, 2023 | 44.23% |
April 30, 2023 | 44.23% |
March 31, 2023 | 44.23% |
February 28, 2023 | 44.23% |
January 31, 2023 | 44.23% |
December 31, 2022 | 44.23% |
November 30, 2022 | 44.23% |
October 31, 2022 | 44.23% |
Date | Value |
---|---|
September 30, 2022 | 44.23% |
August 31, 2022 | 44.23% |
July 31, 2022 | 44.23% |
June 30, 2022 | 44.23% |
May 31, 2022 | 44.23% |
April 30, 2022 | 44.23% |
March 31, 2022 | 44.23% |
February 28, 2022 | 44.23% |
January 31, 2022 | 44.23% |
December 31, 2021 | 44.23% |
November 30, 2021 | 44.23% |
October 31, 2021 | 44.23% |
September 30, 2021 | 44.23% |
August 31, 2021 | 44.23% |
July 31, 2021 | 44.23% |
June 30, 2021 | 44.23% |
May 31, 2021 | 44.23% |
April 30, 2021 | 44.23% |
March 31, 2021 | 44.23% |
February 28, 2021 | 44.23% |
January 31, 2021 | 44.23% |
December 31, 2020 | 44.23% |
November 30, 2020 | 44.23% |
October 31, 2020 | 44.23% |
September 30, 2020 | 44.23% |
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
35.33%
Minimum
Nov 2019
44.23%
Maximum
Mar 2020
43.64%
Average
44.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Flowserve Corp | 64.82% |
Kadant Inc | 51.98% |
American Superconductor Corp | 89.06% |
Taylor Devices Inc | 66.49% |
TPI Composites Inc | 97.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.379 |
Beta (5Y) | 0.9050 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.90% |
Historical Sharpe Ratio (5Y) | 0.2976 |
Historical Sortino (5Y) | 0.4103 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |