Novanta Inc (NOVT)
164.57
-9.85
(-5.65%)
USD |
NASDAQ |
Nov 05, 16:00
164.57
0.00 (0.00%)
After-Hours: 20:00
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
| Amphenol Corp | 37.53% |
| Optical Cable Corp | 65.21% |
| KULR Technology Group Inc | 96.86% |
| Bel Fuse Inc | 79.79% |
| OSI Systems Inc | 53.64% |
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% |