NOVONIX Ltd. (NVNXF)
0.065
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
NOVONIX Max Drawdown (5Y) : 99.23% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.23% |
| August 31, 2026 | 99.11% |
| July 31, 2026 | 98.90% |
| June 30, 2026 | 98.72% |
| May 31, 2026 | 98.21% |
| April 30, 2026 | 98.12% |
| March 31, 2026 | 98.12% |
| February 28, 2026 | 97.51% |
| January 31, 2026 | 97.51% |
| December 31, 2025 | 97.51% |
| November 30, 2025 | 97.51% |
| October 31, 2025 | 97.51% |
| September 30, 2025 | 97.51% |
| August 31, 2025 | 97.51% |
| July 31, 2025 | 97.51% |
| June 30, 2025 | 97.51% |
| May 31, 2025 | 97.51% |
| April 30, 2025 | 97.51% |
| March 31, 2025 | 97.08% |
| February 28, 2025 | 96.91% |
| January 31, 2025 | 95.94% |
| December 31, 2024 | 95.94% |
| November 30, 2024 | 95.94% |
| October 31, 2024 | 95.94% |
| September 30, 2024 | 95.94% |
| Date | Value |
|---|---|
| August 31, 2024 | 95.94% |
| July 31, 2024 | 95.94% |
| June 30, 2024 | 95.94% |
| May 31, 2024 | 95.94% |
| April 30, 2024 | 95.94% |
| March 31, 2024 | 95.94% |
| February 29, 2024 | 95.94% |
| January 31, 2024 | 95.94% |
| December 31, 2023 | 95.47% |
| November 30, 2023 | 95.47% |
| October 31, 2023 | 95.47% |
| September 30, 2023 | 94.82% |
| August 31, 2023 | 93.16% |
| July 31, 2023 | 93.06% |
| June 30, 2023 | 93.06% |
| May 31, 2023 | 93.06% |
| April 30, 2023 | 93.04% |
| March 31, 2023 | 91.48% |
| February 28, 2023 | 88.98% |
| January 31, 2023 | 88.98% |
| December 31, 2022 | 88.81% |
| November 30, 2022 | 87.24% |
| October 31, 2022 | 87.24% |
| September 30, 2022 | 86.66% |
| August 31, 2022 | 83.82% |
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
| Dotz Nano Ltd. | -- |
| Corning, Inc. | 51.48% |
| Research Frontiers, Inc. | 87.18% |
| CPS Technologies Corp. | 95.17% |
| Lightwave Logic, Inc. | 95.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -87.40 |
| Beta (5Y) | 2.585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.58% |
| Historical Sharpe Ratio (5Y) | -0.7275 |
| Historical Sortino (5Y) | -1.572 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.79% |