NOV Inc (NOV)
18.87
-0.08
(-0.42%)
USD |
NYSE |
Apr 26, 16:00
18.88
0.00 (0.00%)
After-Hours: 20:00
NOV Max Drawdown (5Y): 83.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.24% |
| February 29, 2024 | 83.24% |
| January 31, 2024 | 83.24% |
| December 31, 2023 | 83.24% |
| November 30, 2023 | 83.24% |
| October 31, 2023 | 83.24% |
| September 30, 2023 | 83.24% |
| August 31, 2023 | 83.24% |
| July 31, 2023 | 83.24% |
| June 30, 2023 | 83.24% |
| May 31, 2023 | 83.24% |
| April 30, 2023 | 83.24% |
| March 31, 2023 | 83.24% |
| February 28, 2023 | 83.24% |
| January 31, 2023 | 83.24% |
| December 31, 2022 | 83.24% |
| November 30, 2022 | 83.24% |
| October 31, 2022 | 83.24% |
| September 30, 2022 | 83.24% |
| August 31, 2022 | 83.24% |
| July 31, 2022 | 83.24% |
| June 30, 2022 | 83.24% |
| May 31, 2022 | 83.24% |
| April 30, 2022 | 83.24% |
| March 31, 2022 | 83.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.24% |
| January 31, 2022 | 83.24% |
| December 31, 2021 | 83.24% |
| November 30, 2021 | 83.24% |
| October 31, 2021 | 83.24% |
| September 30, 2021 | 83.24% |
| August 31, 2021 | 83.24% |
| July 31, 2021 | 83.24% |
| June 30, 2021 | 83.24% |
| May 31, 2021 | 83.24% |
| April 30, 2021 | 83.24% |
| March 31, 2021 | 83.24% |
| February 28, 2021 | 83.24% |
| January 31, 2021 | 83.24% |
| December 31, 2020 | 83.24% |
| November 30, 2020 | 83.24% |
| October 31, 2020 | 83.24% |
| September 30, 2020 | 82.28% |
| August 31, 2020 | 82.28% |
| July 31, 2020 | 82.28% |
| June 30, 2020 | 82.28% |
| May 31, 2020 | 82.28% |
| April 30, 2020 | 82.28% |
| March 31, 2020 | 82.28% |
| February 29, 2020 | 74.70% |
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
69.23%
Minimum
Apr 2019
83.24%
Maximum
Oct 2020
81.45%
Average
83.24%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Dril-Quip Inc | 72.22% |
| Natural Gas Services Group Inc | 87.91% |
| Newpark Resources Inc | 94.07% |
| Superior Drilling Products Inc | 94.66% |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.02 |
| Beta (5Y) | 1.743 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.84% |
| Historical Sharpe Ratio (5Y) | -0.1325 |
| Historical Sortino (5Y) | -0.2072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.76% |