NOV Inc (NOV)

14.07 +0.01 (+0.07%) USD  |  NYSE  |  Dec 20, 16:00
14.08 0.00 (0.00%) After-Hours: 20:00
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NOV Max Drawdown (5Y): 83.65% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Natural Gas Services Group Inc 87.91%
NPK International Inc 94.07%
Oil States International Inc 96.49%
Cactus Inc 79.10%
Drilling Tools International Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.32
Beta (5Y) 1.658
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.87%
Historical Sharpe Ratio (5Y) -0.1518
Historical Sortino (5Y) -0.2356
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.76%