Novo Resources Corp. (NVO.TO)
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Oct 07, 16:00
Novo Resources Max Drawdown (5Y) : 98.29% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 98.29% |
| August 31, 2026 | 98.29% |
| July 31, 2026 | 98.29% |
| June 30, 2026 | 98.29% |
| May 31, 2026 | 98.29% |
| April 30, 2026 | 98.29% |
| March 31, 2026 | 98.29% |
| February 28, 2026 | 98.29% |
| January 31, 2026 | 98.29% |
| December 31, 2025 | 98.29% |
| November 30, 2025 | 98.29% |
| October 31, 2025 | 98.29% |
| September 30, 2025 | 98.29% |
| August 31, 2025 | 98.29% |
| July 31, 2025 | 98.29% |
| June 30, 2025 | 98.29% |
| May 31, 2025 | 98.29% |
| April 30, 2025 | 98.29% |
| March 31, 2025 | 98.29% |
| February 28, 2025 | 98.29% |
| January 31, 2025 | 98.29% |
| December 31, 2024 | 98.29% |
| November 30, 2024 | 98.29% |
| October 31, 2024 | 98.04% |
| September 30, 2024 | 98.04% |
| Date | Value |
|---|---|
| August 31, 2024 | 98.04% |
| July 31, 2024 | 97.56% |
| June 30, 2024 | 97.56% |
| May 31, 2024 | 97.43% |
| April 30, 2024 | 97.43% |
| March 31, 2024 | 97.43% |
| February 29, 2024 | 97.19% |
| January 31, 2024 | 97.19% |
| December 31, 2023 | 97.19% |
| November 30, 2023 | 96.45% |
| October 31, 2023 | 96.31% |
| September 30, 2023 | 96.31% |
| August 31, 2023 | 96.31% |
| July 31, 2023 | 96.31% |
| June 30, 2023 | 96.31% |
| May 31, 2023 | 96.31% |
| April 30, 2023 | 96.15% |
| March 31, 2023 | 96.15% |
| February 28, 2023 | 96.15% |
| January 31, 2023 | 96.15% |
| December 31, 2022 | 96.15% |
| November 30, 2022 | 95.75% |
| October 31, 2022 | 95.32% |
| September 30, 2022 | 95.32% |
| August 31, 2022 | 95.32% |
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
| Peloton Minerals Corp. | 76.67% |
| Integra Resources Corp. | 93.40% |
| Getchell Gold Corp. | 94.33% |
| DPM Metals, Inc. | 46.57% |
| STLLR Gold, Inc. | 87.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.34 |
| Beta (5Y) | 0.4616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.55% |
| Historical Sharpe Ratio (5Y) | -0.8318 |
| Historical Sortino (5Y) | -1.571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.97% |