Novo Resources Corp (NVO.TO)
0.155
+0.01
(+6.90%)
CAD |
TSX |
May 17, 16:00
Novo Resources Max Drawdown (5Y): 97.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 96.15% |
| September 30, 2023 | 96.15% |
| August 31, 2023 | 96.15% |
| July 31, 2023 | 96.15% |
| June 30, 2023 | 96.15% |
| May 31, 2023 | 96.15% |
| 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% |
| July 31, 2022 | 95.32% |
| June 30, 2022 | 95.03% |
| May 31, 2022 | 92.16% |
| April 30, 2022 | 90.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.42% |
| February 28, 2022 | 88.42% |
| January 31, 2022 | 88.30% |
| December 31, 2021 | 85.61% |
| November 30, 2021 | 83.51% |
| October 31, 2021 | 82.34% |
| September 30, 2021 | 82.34% |
| August 31, 2021 | 82.34% |
| July 31, 2021 | 82.34% |
| June 30, 2021 | 82.34% |
| May 31, 2021 | 82.34% |
| April 30, 2021 | 82.34% |
| March 31, 2021 | 82.34% |
| February 28, 2021 | 82.34% |
| January 31, 2021 | 82.34% |
| December 31, 2020 | 82.34% |
| November 30, 2020 | 82.34% |
| October 31, 2020 | 82.34% |
| September 30, 2020 | 82.34% |
| August 31, 2020 | 82.34% |
| July 31, 2020 | 82.34% |
| June 30, 2020 | 82.34% |
| May 31, 2020 | 82.34% |
| April 30, 2020 | 82.34% |
| March 31, 2020 | 82.34% |
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
78.01%
Minimum
May 2019
97.43%
Maximum
Mar 2024
87.61%
Average
82.92%
Median
Max Drawdown (5Y) Benchmarks
| Wallbridge Mining Co Ltd | 95.16% |
| Minera Alamos Inc | 66.03% |
| White Gold Corp | 86.96% |
| Global Atomic Corp | 73.10% |
| Newcore Gold Ltd | 89.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.81 |
| Beta (5Y) | 1.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.18% |
| Historical Sharpe Ratio (5Y) | -0.6661 |
| Historical Sortino (5Y) | -1.217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.17% |