NovelStem International Corp (NSTM)
0.0601
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
NovelStem International Max Drawdown (5Y): 84.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.87% |
March 31, 2024 | 84.87% |
February 29, 2024 | 85.38% |
January 31, 2024 | 85.38% |
December 31, 2023 | 85.38% |
November 30, 2023 | 85.38% |
October 31, 2023 | 85.38% |
September 30, 2023 | 85.38% |
August 31, 2023 | 85.38% |
July 31, 2023 | 85.38% |
June 30, 2023 | 85.38% |
May 31, 2023 | 85.38% |
April 30, 2023 | 85.38% |
March 31, 2023 | 85.38% |
February 28, 2023 | 85.38% |
January 31, 2023 | 85.38% |
December 31, 2022 | 85.38% |
November 30, 2022 | 85.38% |
October 31, 2022 | 85.38% |
September 30, 2022 | 85.38% |
August 31, 2022 | 85.38% |
July 31, 2022 | 85.38% |
June 30, 2022 | 85.38% |
May 31, 2022 | 85.38% |
April 30, 2022 | 85.38% |
Date | Value |
---|---|
March 31, 2022 | 85.38% |
February 28, 2022 | 85.38% |
January 31, 2022 | 85.38% |
December 31, 2021 | 85.38% |
November 30, 2021 | 85.38% |
October 31, 2021 | 85.38% |
September 30, 2021 | 85.38% |
August 31, 2021 | 85.38% |
July 31, 2021 | 85.38% |
June 30, 2021 | 85.38% |
May 31, 2021 | 85.38% |
April 30, 2021 | 85.38% |
March 31, 2021 | 85.38% |
February 28, 2021 | 85.38% |
January 31, 2021 | 85.38% |
December 31, 2020 | 85.38% |
November 30, 2020 | 85.38% |
October 31, 2020 | 85.38% |
September 30, 2020 | 85.38% |
August 31, 2020 | 85.38% |
July 31, 2020 | 85.38% |
June 30, 2020 | 85.38% |
May 31, 2020 | 85.38% |
April 30, 2020 | 85.38% |
March 31, 2020 | 85.38% |
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
84.87%
Minimum
Mar 2024
85.38%
Maximum
May 2019
85.36%
Average
85.38%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Delcath Systems Inc | 100.0% |
Star Equity Holdings Inc | 97.96% |
Exact Sciences Corp | 80.42% |
CytoSorbents Corp | 93.16% |
Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.046 |
Beta (5Y) | 0.2363 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.16% |
Historical Sharpe Ratio (5Y) | -0.0703 |
Historical Sortino (5Y) | -0.1656 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.67% |