NVIDIA Corp (NVDA)

134.70 +4.02 (+3.08%) USD  |  NASDAQ  |  Dec 20, 16:00
135.25 +0.55 (+0.41%) After-Hours: 20:00
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NVIDIA Max Drawdown (5Y): 66.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Analog Devices Inc 33.60%
Advanced Micro Devices Inc 65.45%
Intel Corp 69.56%
Monolithic Power Systems Inc 45.96%
Marvell Technology Inc 61.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 67.06
Beta (5Y) 1.635
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.62%
Historical Sharpe Ratio (5Y) 1.627
Historical Sortino (5Y) 3.114
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.61%