Sunnova Energy International Inc (NOVA)
3.41
+0.02
(+0.59%)
USD |
NYSE |
Nov 13, 16:00
3.45
+0.04
(+1.17%)
After-Hours: 20:00
Sunnova Energy International Max Drawdown (5Y): 93.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.48% |
| September 30, 2024 | 93.48% |
| August 31, 2024 | 93.48% |
| July 31, 2024 | 93.48% |
| June 30, 2024 | 93.48% |
| May 31, 2024 | 93.48% |
| April 30, 2024 | 93.20% |
| March 31, 2024 | 92.24% |
| February 29, 2024 | 87.93% |
| January 31, 2024 | 85.20% |
| December 31, 2023 | 85.20% |
| November 30, 2023 | 85.20% |
| October 31, 2023 | 85.20% |
| September 30, 2023 | 80.86% |
| August 31, 2023 | 76.55% |
| July 31, 2023 | 76.55% |
| June 30, 2023 | 76.55% |
| May 31, 2023 | 76.55% |
| April 30, 2023 | 76.55% |
| March 31, 2023 | 76.55% |
| February 28, 2023 | 75.52% |
| January 31, 2023 | 75.52% |
| December 31, 2022 | 75.52% |
| November 30, 2022 | 75.52% |
| October 31, 2022 | 75.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.52% |
| August 31, 2022 | 75.52% |
| July 31, 2022 | 75.52% |
| June 30, 2022 | 75.52% |
| May 31, 2022 | 75.52% |
| April 30, 2022 | 72.36% |
| March 31, 2022 | 72.36% |
| February 28, 2022 | 72.36% |
| January 31, 2022 | 67.22% |
| December 31, 2021 | 65.53% |
| November 30, 2021 | 65.53% |
| October 31, 2021 | 65.53% |
| September 30, 2021 | 65.53% |
| August 31, 2021 | 65.53% |
| July 31, 2021 | 65.53% |
| June 30, 2021 | 65.53% |
| May 31, 2021 | 65.53% |
| April 30, 2021 | 65.53% |
| March 31, 2021 | 65.53% |
| February 28, 2021 | 65.53% |
| January 31, 2021 | 65.53% |
| December 31, 2020 | 65.53% |
| November 30, 2020 | 65.53% |
| October 31, 2020 | 65.53% |
| September 30, 2020 | 65.53% |
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
27.35%
Minimum
Nov 2019
93.48%
Maximum
May 2024
71.76%
Average
73.94%
Median
Max Drawdown (5Y) Benchmarks
| Sunrun Inc | 90.84% |
| SunHydrogen Inc | 96.51% |
| SolarMax Technology Inc | -- |
| First Solar Inc | 61.26% |
| Universal Solar Technology Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.16 |
| Beta (5Y) | 2.263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.80% |
| Historical Sharpe Ratio (5Y) | -0.1509 |
| Historical Sortino (5Y) | -0.2784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.80% |