NovoCure Ltd (NVCR)
12.02
-0.32
(-2.59%)
USD |
NASDAQ |
Apr 25, 10:50
NovoCure Max Drawdown (5Y): 95.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 73.34% |
| January 31, 2022 | 73.34% |
| December 31, 2021 | 75.45% |
| November 30, 2021 | 76.17% |
| October 31, 2021 | 78.30% |
| September 30, 2021 | 78.30% |
| August 31, 2021 | 78.30% |
| 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% |
| August 31, 2020 | 78.83% |
| July 31, 2020 | 78.83% |
| June 30, 2020 | 78.83% |
| May 31, 2020 | 78.83% |
| April 30, 2020 | 78.83% |
| March 31, 2020 | 78.83% |
| February 29, 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
Jan 2022
95.07%
Maximum
Nov 2023
79.71%
Average
78.83%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| AtriCure Inc | 67.63% |
| NeuroMetrix Inc | 99.78% |
| Repligen Corp | 64.79% |
| Teleflex Inc | 59.09% |
| Perspective Therapeutics Inc | 91.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.62 |
| Beta (5Y) | 0.4191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.83% |
| Historical Sharpe Ratio (5Y) | -0.3266 |
| Historical Sortino (5Y) | -0.6085 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.70% |