Novavax, Inc. (NVAX)
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Aug 24, 16:00
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After-Hours: 20:00
Novavax Max Drawdown (5Y) : 98.82% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 98.82% |
| June 30, 2026 | 98.82% |
| May 31, 2026 | 98.82% |
| April 30, 2026 | 98.82% |
| March 31, 2026 | 98.82% |
| February 28, 2026 | 98.82% |
| January 31, 2026 | 98.82% |
| December 31, 2025 | 98.82% |
| November 30, 2025 | 98.82% |
| October 31, 2025 | 98.82% |
| September 30, 2025 | 98.82% |
| August 31, 2025 | 98.82% |
| July 31, 2025 | 98.82% |
| June 30, 2025 | 98.82% |
| May 31, 2025 | 98.82% |
| April 30, 2025 | 98.82% |
| March 31, 2025 | 98.82% |
| February 28, 2025 | 98.82% |
| January 31, 2025 | 98.82% |
| December 31, 2024 | 98.82% |
| November 30, 2024 | 98.82% |
| October 31, 2024 | 98.82% |
| September 30, 2024 | 98.82% |
| August 31, 2024 | 98.82% |
| July 31, 2024 | 98.82% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 98.70% |
| August 31, 2022 | 98.70% |
| July 31, 2022 | 98.70% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Moderna, Inc. | 95.38% |
| Merck & Co., Inc. | 43.45% |
| Pfizer Inc. | 58.95% |
| Recursion Pharmaceuticals, Inc. | 93.13% |
| Agenus, Inc. | 98.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.59 |
| Beta (5Y) | 2.464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 135.7% |
| Historical Sharpe Ratio (5Y) | -0.3752 |
| Historical Sortino (5Y) | -1.168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.74% |