Nova Ltd (NVMI)

202.58 +3.41 (+1.71%) USD  |  NASDAQ  |  Dec 24, 13:00
203.43 +0.85 (+0.42%) After-Hours: 13:56
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Nova Max Drawdown (5Y): 52.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Formula Systems (1985) Ltd 54.38%
Magic Software Enterprises Ltd 63.91%
Nayax Ltd --
SatixFy Communications Ltd --
Silynxcom Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.82
Beta (5Y) 1.439
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.09%
Historical Sharpe Ratio (5Y) 0.8563
Historical Sortino (5Y) 1.638
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.58%