Sunnova Energy International Inc (NOVA)
4.37
+0.14
(+3.31%)
USD |
NYSE |
Nov 21, 16:00
4.40
+0.03
(+0.69%)
Pre-Market: 04:45
Sunnova Energy International Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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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% |