Novanta Inc (NOVT)

153.80 +0.30 (+0.20%) USD  |  NASDAQ  |  Dec 23, 16:00
153.80 0.00 (0.00%) After-Hours: 20:00
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Novanta Max Drawdown (5Y): 38.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Isomet Corp 99.99%
Vicor Corp 80.47%
Amphenol Corp 37.53%
Optical Cable Corp 65.21%
KULR Technology Group Inc 97.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.867
Beta (5Y) 1.260
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.45%
Historical Sharpe Ratio (5Y) 0.2893
Historical Sortino (5Y) 0.5131
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.38%