enVVeno Medical Corp (NVNO)
3.30
-0.07
(-2.08%)
USD |
NASDAQ |
Nov 21, 16:00
3.30
0.00 (0.00%)
After-Hours: 20:00
enVVeno Medical Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
NeuroOne Medical Technologies Corp | 98.03% |
SINTX Technologies Inc | 100.00% |
Nutriband Inc | -- |
Beyond Air Inc | 98.07% |
CVRx Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -46.06 |
Beta (5Y) | 1.211 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.39% |
Historical Sharpe Ratio (5Y) | -0.3984 |
Historical Sortino (5Y) | -0.7856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.49% |