NVE Corp (NVEC)
80.97
+2.55
(+3.25%)
USD |
NASDAQ |
Nov 22, 16:00
80.66
-0.31
(-0.38%)
After-Hours: 20:00
NVE Max Drawdown (5Y): 64.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.67% |
| September 30, 2024 | 64.67% |
| August 31, 2024 | 64.67% |
| July 31, 2024 | 64.67% |
| June 30, 2024 | 64.67% |
| May 31, 2024 | 64.67% |
| April 30, 2024 | 64.67% |
| March 31, 2024 | 64.67% |
| February 29, 2024 | 64.67% |
| January 31, 2024 | 64.67% |
| December 31, 2023 | 64.67% |
| November 30, 2023 | 64.67% |
| October 31, 2023 | 64.67% |
| September 30, 2023 | 64.67% |
| August 31, 2023 | 64.67% |
| July 31, 2023 | 64.67% |
| June 30, 2023 | 64.67% |
| May 31, 2023 | 64.67% |
| April 30, 2023 | 64.67% |
| March 31, 2023 | 64.67% |
| February 28, 2023 | 64.67% |
| January 31, 2023 | 64.67% |
| December 31, 2022 | 64.67% |
| November 30, 2022 | 64.67% |
| October 31, 2022 | 64.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.67% |
| August 31, 2022 | 64.67% |
| July 31, 2022 | 64.67% |
| June 30, 2022 | 64.67% |
| May 31, 2022 | 64.67% |
| April 30, 2022 | 64.67% |
| March 31, 2022 | 64.67% |
| February 28, 2022 | 64.67% |
| January 31, 2022 | 64.67% |
| December 31, 2021 | 64.67% |
| November 30, 2021 | 64.67% |
| October 31, 2021 | 64.67% |
| September 30, 2021 | 64.67% |
| August 31, 2021 | 64.67% |
| July 31, 2021 | 64.67% |
| June 30, 2021 | 64.67% |
| May 31, 2021 | 64.67% |
| April 30, 2021 | 64.67% |
| March 31, 2021 | 64.67% |
| February 28, 2021 | 64.67% |
| January 31, 2021 | 64.67% |
| December 31, 2020 | 64.67% |
| November 30, 2020 | 64.67% |
| October 31, 2020 | 64.67% |
| September 30, 2020 | 64.67% |
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
50.84%
Minimum
Nov 2019
64.67%
Maximum
Mar 2020
63.74%
Average
64.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| FormFactor Inc | 64.42% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.760 |
| Beta (5Y) | 1.152 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.29% |
| Historical Sharpe Ratio (5Y) | 0.2297 |
| Historical Sortino (5Y) | 0.4169 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.34% |