Nova Ltd (NVMI)
181.69
+1.97
(+1.10%)
USD |
NASDAQ |
Nov 22, 09:36
Nova Max Drawdown (5Y): 52.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.76% |
| September 30, 2024 | 52.76% |
| August 31, 2024 | 52.76% |
| July 31, 2024 | 52.76% |
| June 30, 2024 | 52.76% |
| May 31, 2024 | 52.76% |
| April 30, 2024 | 52.76% |
| March 31, 2024 | 52.76% |
| February 29, 2024 | 52.76% |
| January 31, 2024 | 52.76% |
| December 31, 2023 | 52.76% |
| November 30, 2023 | 52.76% |
| October 31, 2023 | 52.76% |
| September 30, 2023 | 52.76% |
| August 31, 2023 | 52.76% |
| July 31, 2023 | 52.76% |
| June 30, 2023 | 52.76% |
| May 31, 2023 | 52.76% |
| April 30, 2023 | 52.76% |
| March 31, 2023 | 52.76% |
| February 28, 2023 | 52.76% |
| January 31, 2023 | 52.76% |
| December 31, 2022 | 52.76% |
| November 30, 2022 | 52.76% |
| October 31, 2022 | 52.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.25% |
| August 31, 2022 | 43.25% |
| July 31, 2022 | 43.25% |
| June 30, 2022 | 39.82% |
| May 31, 2022 | 37.98% |
| April 30, 2022 | 35.44% |
| March 31, 2022 | 35.44% |
| February 28, 2022 | 35.44% |
| January 31, 2022 | 35.44% |
| December 31, 2021 | 35.44% |
| November 30, 2021 | 35.44% |
| October 31, 2021 | 35.44% |
| September 30, 2021 | 35.44% |
| August 31, 2021 | 35.44% |
| July 31, 2021 | 35.44% |
| June 30, 2021 | 35.44% |
| May 31, 2021 | 35.44% |
| April 30, 2021 | 35.44% |
| March 31, 2021 | 35.44% |
| February 28, 2021 | 35.44% |
| January 31, 2021 | 35.44% |
| December 31, 2020 | 35.44% |
| November 30, 2020 | 35.44% |
| October 31, 2020 | 35.44% |
| September 30, 2020 | 35.44% |
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
33.84%
Minimum
Nov 2019
52.76%
Maximum
Oct 2022
43.05%
Average
36.71%
Median
Max Drawdown (5Y) Benchmarks
| Camtek Ltd | 56.21% |
| Formula Systems (1985) Ltd | 54.38% |
| Magic Software Enterprises Ltd | 63.91% |
| SatixFy Communications Ltd | -- |
| Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.42 |
| Beta (5Y) | 1.471 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.83% |
| Historical Sharpe Ratio (5Y) | 0.9184 |
| Historical Sortino (5Y) | 1.719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.58% |