Nova Ltd. (NVMI)
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+24.28
(+4.78%)
USD |
NASDAQ |
Jun 11, 12:58
Nova Max Drawdown (5Y) : 52.76% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 52.76% |
| April 30, 2026 | 52.76% |
| March 31, 2026 | 52.76% |
| February 28, 2026 | 52.76% |
| January 31, 2026 | 52.76% |
| December 31, 2025 | 52.76% |
| November 30, 2025 | 52.76% |
| October 31, 2025 | 52.76% |
| September 30, 2025 | 52.76% |
| August 31, 2025 | 52.76% |
| July 31, 2025 | 52.76% |
| June 30, 2025 | 52.76% |
| May 31, 2025 | 52.76% |
| April 30, 2025 | 52.76% |
| March 31, 2025 | 52.76% |
| February 28, 2025 | 52.76% |
| January 31, 2025 | 52.76% |
| December 31, 2024 | 52.76% |
| November 30, 2024 | 52.76% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Amtech Systems, Inc. | 78.40% |
| Lam Research Corp. | 56.39% |
| NVIDIA Corp. | 66.34% |
| Tower Semiconductor Ltd. | 55.40% |
| BE Semiconductor Industries NV | 56.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.93 |
| Beta (5Y) | 1.750 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.32% |
| Historical Sharpe Ratio (5Y) | 0.7451 |
| Historical Sortino (5Y) | 1.519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.66% |