Novo Integrated Sciences Inc (NVOS)
0.1499
-0.02
(-13.35%)
USD |
NASDAQ |
Nov 05, 16:00
0.1499
0.00 (0.00%)
After-Hours: 16:12
Novo Integrated Sciences Max Drawdown (5Y): 99.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.79% |
| September 30, 2024 | 99.72% |
| August 31, 2024 | 99.70% |
| July 31, 2024 | 99.70% |
| June 30, 2024 | 99.70% |
| May 31, 2024 | 99.70% |
| April 30, 2024 | 99.70% |
| March 31, 2024 | 99.70% |
| February 29, 2024 | 99.70% |
| January 31, 2024 | 99.70% |
| December 31, 2023 | 99.70% |
| November 30, 2023 | 99.70% |
| October 31, 2023 | 99.70% |
| September 30, 2023 | 99.70% |
| August 31, 2023 | 99.70% |
| July 31, 2023 | 99.58% |
| June 30, 2023 | 99.58% |
| May 31, 2023 | 99.58% |
| April 30, 2023 | 99.58% |
| March 31, 2023 | 99.58% |
| February 28, 2023 | 99.56% |
| January 31, 2023 | 99.56% |
| December 31, 2022 | 99.18% |
| November 30, 2022 | 99.07% |
| October 31, 2022 | 98.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.71% |
| August 31, 2022 | 95.40% |
| July 31, 2022 | 95.40% |
| June 30, 2022 | 95.40% |
| May 31, 2022 | 95.40% |
| April 30, 2022 | 95.40% |
| March 31, 2022 | 95.40% |
| February 28, 2022 | 95.40% |
| January 31, 2022 | 95.40% |
| December 31, 2021 | 94.62% |
| November 30, 2021 | 94.62% |
| October 31, 2021 | 94.32% |
| September 30, 2021 | 94.32% |
| August 31, 2021 | 95.24% |
| July 31, 2021 | 95.24% |
| June 30, 2021 | 95.24% |
| May 31, 2021 | 95.24% |
| April 30, 2021 | 95.24% |
| March 31, 2021 | 95.24% |
| February 28, 2021 | 98.94% |
| January 31, 2021 | 98.94% |
| December 31, 2020 | 98.94% |
| November 30, 2020 | 99.46% |
| October 31, 2020 | 99.46% |
| September 30, 2020 | 99.46% |
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
94.32%
Minimum
Sep 2021
99.79%
Maximum
Oct 2024
98.13%
Average
99.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Shared Hospital Services | 73.16% |
| Astrana Health Inc | 77.25% |
| Cryo-Cell International Inc | 76.33% |
| P3 Health Partners Inc | -- |
| Biote Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.76 |
| Beta (5Y) | -0.6524 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 149.3% |
| Historical Sharpe Ratio (5Y) | -0.4567 |
| Historical Sortino (5Y) | -1.190 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.15% |