Novanta Inc (NOVT)
164.72
-0.22
(-0.13%)
USD |
NASDAQ |
Nov 21, 16:00
164.72
0.00 (0.00%)
After-Hours: 19:59
Novanta Max Drawdown (5Y): 38.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 38.60% |
September 30, 2024 | 38.60% |
August 31, 2024 | 38.60% |
July 31, 2024 | 38.60% |
June 30, 2024 | 38.60% |
May 31, 2024 | 38.60% |
April 30, 2024 | 38.60% |
March 31, 2024 | 38.60% |
February 29, 2024 | 38.60% |
January 31, 2024 | 38.60% |
December 31, 2023 | 38.60% |
November 30, 2023 | 38.60% |
October 31, 2023 | 38.60% |
September 30, 2023 | 38.60% |
August 31, 2023 | 38.60% |
July 31, 2023 | 38.60% |
June 30, 2023 | 38.60% |
May 31, 2023 | 38.60% |
April 30, 2023 | 38.60% |
March 31, 2023 | 38.60% |
February 28, 2023 | 38.60% |
January 31, 2023 | 38.60% |
December 31, 2022 | 38.60% |
November 30, 2022 | 38.60% |
October 31, 2022 | 38.60% |
Date | Value |
---|---|
September 30, 2022 | 38.60% |
August 31, 2022 | 38.60% |
July 31, 2022 | 38.60% |
June 30, 2022 | 38.60% |
May 31, 2022 | 35.59% |
April 30, 2022 | 31.88% |
March 31, 2022 | 31.88% |
February 28, 2022 | 31.80% |
January 31, 2022 | 31.80% |
December 31, 2021 | 31.80% |
November 30, 2021 | 31.80% |
October 31, 2021 | 31.80% |
September 30, 2021 | 31.80% |
August 31, 2021 | 31.80% |
July 31, 2021 | 31.80% |
June 30, 2021 | 31.80% |
May 31, 2021 | 31.80% |
April 30, 2021 | 31.80% |
March 31, 2021 | 31.80% |
February 28, 2021 | 31.80% |
January 31, 2021 | 31.80% |
December 31, 2020 | 31.80% |
November 30, 2020 | 31.80% |
October 31, 2020 | 31.80% |
September 30, 2020 | 31.80% |
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
27.81%
Minimum
Nov 2019
38.60%
Maximum
Jun 2022
34.85%
Average
33.73%
Median
Max Drawdown (5Y) Benchmarks
Isomet Corp | 99.99% |
Amphenol Corp | 37.53% |
Optical Cable Corp | 65.21% |
KULR Technology Group Inc | -- |
Bel Fuse Inc | 79.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.130 |
Beta (5Y) | 1.286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.41% |
Historical Sharpe Ratio (5Y) | 0.3334 |
Historical Sortino (5Y) | 0.586 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.38% |