Novo Nordisk AS (NVO)

85.00 -18.44 (-17.83%) USD  |  NYSE  |  Dec 20, 16:00
86.00 +1.00 (+1.18%) Pre-Market: 20:00
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Novo Nordisk Max Drawdown (5Y): 31.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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Ascendis Pharma AS 61.72%
Evaxion Biotech AS --
Amgen Inc 24.86%
Viking Therapeutics Inc 89.26%
Akari Therapeutics PLC 98.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 24.95
Beta (5Y) 0.4003
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.49%
Historical Sharpe Ratio (5Y) 1.144
Historical Sortino (5Y) 2.105
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.22%