Nutriband Inc (NTRB)
4.94
-0.04
(-0.80%)
USD |
NASDAQ |
Nov 21, 16:00
4.85
-0.09
(-1.82%)
After-Hours: 20:00
Nutriband Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| NeuroOne Medical Technologies Corp | 98.03% |
| SINTX Technologies Inc | 100.00% |
| enVVeno Medical Corp | -- |
| Beyond Air Inc | 98.07% |
| CVRx Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.45 |
| Beta (5Y) | 0.3949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.1% |
| Historical Sharpe Ratio (5Y) | -0.2386 |
| Historical Sortino (5Y) | -0.6669 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.43% |