NovoCure Ltd (NVCR)
17.09
+0.23
(+1.36%)
USD |
NASDAQ |
Nov 21, 16:00
17.11
+0.02
(+0.12%)
After-Hours: 20:00
NovoCure Max Drawdown (5Y): 95.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.07% |
| September 30, 2024 | 95.07% |
| August 31, 2024 | 95.07% |
| July 31, 2024 | 95.07% |
| June 30, 2024 | 95.07% |
| May 31, 2024 | 95.07% |
| April 30, 2024 | 95.07% |
| March 31, 2024 | 95.07% |
| February 29, 2024 | 95.07% |
| January 31, 2024 | 95.07% |
| December 31, 2023 | 95.07% |
| November 30, 2023 | 95.07% |
| October 31, 2023 | 94.40% |
| September 30, 2023 | 92.84% |
| August 31, 2023 | 91.75% |
| July 31, 2023 | 85.53% |
| June 30, 2023 | 82.14% |
| May 31, 2023 | 74.98% |
| April 30, 2023 | 74.98% |
| March 31, 2023 | 74.98% |
| February 28, 2023 | 74.91% |
| January 31, 2023 | 74.91% |
| December 31, 2022 | 74.91% |
| November 30, 2022 | 74.91% |
| October 31, 2022 | 74.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.91% |
| August 31, 2022 | 74.91% |
| July 31, 2022 | 74.91% |
| June 30, 2022 | 74.91% |
| May 31, 2022 | 74.32% |
| April 30, 2022 | 73.34% |
| March 31, 2022 | 73.34% |
| February 28, 2022 | 75.45% |
| January 31, 2022 | 76.17% |
| December 31, 2021 | 78.30% |
| November 30, 2021 | 78.30% |
| October 31, 2021 | 78.83% |
| September 30, 2021 | 78.83% |
| August 31, 2021 | 78.83% |
| July 31, 2021 | 78.83% |
| June 30, 2021 | 78.83% |
| May 31, 2021 | 78.83% |
| April 30, 2021 | 78.83% |
| March 31, 2021 | 78.83% |
| February 28, 2021 | 78.83% |
| January 31, 2021 | 78.83% |
| December 31, 2020 | 78.83% |
| November 30, 2020 | 78.83% |
| October 31, 2020 | 78.83% |
| September 30, 2020 | 78.83% |
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
73.34%
Minimum
Mar 2022
95.07%
Maximum
Nov 2023
81.80%
Average
78.83%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 33.88% |
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| Xtant Medical Holdings Inc | 98.74% |
| Catheter Precision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.15 |
| Beta (5Y) | 0.7054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.41% |
| Historical Sharpe Ratio (5Y) | -0.3956 |
| Historical Sortino (5Y) | -0.8118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.70% |