Novanta Inc (NOVT)
141.89
-4.67
(-3.19%)
USD |
NASDAQ |
Sep 21, 16:00
141.89
0.00 (0.00%)
After-Hours: 20:00
Novanta Max Drawdown (5Y): 38.60% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 31.80% |
| July 31, 2020 | 31.80% |
| June 30, 2020 | 31.80% |
| May 31, 2020 | 31.80% |
| April 30, 2020 | 31.80% |
| March 31, 2020 | 29.63% |
| February 29, 2020 | 27.81% |
| January 31, 2020 | 27.81% |
| December 31, 2019 | 27.81% |
| November 30, 2019 | 27.81% |
| October 31, 2019 | 27.81% |
| September 30, 2019 | 27.81% |
| August 31, 2019 | 27.81% |
| July 31, 2019 | 27.81% |
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
26.29%
Minimum
Sep 2018
38.60%
Maximum
Jun 2022
32.30%
Average
31.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Amphenol Corp | 37.53% |
| Optical Cable Corp | 65.21% |
| KULR Technology Group Inc | 86.39% |
| EchoStar Corp | 69.17% |
| Navitas Semiconductor Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.117 |
| Beta (5Y) | 1.277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.80% |
| Historical Sharpe Ratio (5Y) | 0.6158 |
| Historical Sortino (5Y) | 1.055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.13% |