Novo Integrated Sciences Inc (NVOS)
0.6272
-0.05
(-7.15%)
USD |
NASDAQ |
Apr 30, 15:57
Novo Integrated Sciences Max Drawdown (5Y): 99.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 99.46% |
| July 31, 2020 | 99.46% |
| June 30, 2020 | 99.46% |
| May 31, 2020 | 99.46% |
| April 30, 2020 | 99.46% |
| March 31, 2020 | 99.46% |
| February 29, 2020 | 99.50% |
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
99.70%
Maximum
Aug 2023
98.11%
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) | -62.14 |
| Beta (5Y) | -0.6339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 149.9% |
| Historical Sharpe Ratio (5Y) | -0.4697 |
| Historical Sortino (5Y) | -1.198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.17% |