Novavax Inc (NVAX)
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NASDAQ |
Nov 21, 12:39
Novavax Max Drawdown (5Y): 98.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.82% |
| September 30, 2024 | 98.82% |
| August 31, 2024 | 98.82% |
| July 31, 2024 | 98.82% |
| June 30, 2024 | 98.82% |
| May 31, 2024 | 98.82% |
| April 30, 2024 | 98.82% |
| March 31, 2024 | 98.82% |
| February 29, 2024 | 98.82% |
| January 31, 2024 | 98.75% |
| December 31, 2023 | 98.70% |
| November 30, 2023 | 98.70% |
| October 31, 2023 | 98.70% |
| September 30, 2023 | 98.70% |
| August 31, 2023 | 98.70% |
| July 31, 2023 | 98.70% |
| June 30, 2023 | 98.70% |
| May 31, 2023 | 98.70% |
| April 30, 2023 | 98.70% |
| March 31, 2023 | 98.70% |
| February 28, 2023 | 98.70% |
| January 31, 2023 | 98.70% |
| December 31, 2022 | 98.70% |
| November 30, 2022 | 98.70% |
| October 31, 2022 | 98.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.70% |
| August 31, 2022 | 98.70% |
| July 31, 2022 | 98.70% |
| June 30, 2022 | 98.70% |
| May 31, 2022 | 98.70% |
| April 30, 2022 | 98.70% |
| March 31, 2022 | 98.70% |
| February 28, 2022 | 98.70% |
| January 31, 2022 | 98.70% |
| December 31, 2021 | 98.70% |
| November 30, 2021 | 98.70% |
| October 31, 2021 | 98.70% |
| September 30, 2021 | 98.70% |
| August 31, 2021 | 98.70% |
| July 31, 2021 | 98.70% |
| June 30, 2021 | 98.70% |
| May 31, 2021 | 98.70% |
| April 30, 2021 | 98.70% |
| March 31, 2021 | 98.70% |
| February 28, 2021 | 98.70% |
| January 31, 2021 | 98.70% |
| December 31, 2020 | 98.70% |
| November 30, 2020 | 98.70% |
| October 31, 2020 | 98.70% |
| September 30, 2020 | 98.70% |
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
98.70%
Minimum
Nov 2019
98.82%
Maximum
Feb 2024
98.72%
Average
98.70%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Moderna Inc | -- |
| Inovio Pharmaceuticals Inc | 98.90% |
| Baxter International Inc | 64.18% |
| Halozyme Therapeutics Inc | 49.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.28 |
| Beta (5Y) | 2.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 181.4% |
| Historical Sharpe Ratio (5Y) | 0.0871 |
| Historical Sortino (5Y) | 0.3481 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.75% |