Novartis AG (NVS)
93.79
+1.22
(+1.32%)
USD |
NYSE |
Apr 19, 10:46
Novartis Max Drawdown (5Y): 25.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 25.99% |
| February 29, 2024 | 25.99% |
| January 31, 2024 | 25.99% |
| December 31, 2023 | 25.99% |
| November 30, 2023 | 25.99% |
| October 31, 2023 | 25.99% |
| September 30, 2023 | 25.99% |
| August 31, 2023 | 25.99% |
| July 31, 2023 | 25.99% |
| June 30, 2023 | 25.99% |
| May 31, 2023 | 25.99% |
| April 30, 2023 | 25.99% |
| March 31, 2023 | 25.99% |
| February 28, 2023 | 25.99% |
| January 31, 2023 | 25.99% |
| December 31, 2022 | 25.99% |
| November 30, 2022 | 25.99% |
| October 31, 2022 | 25.99% |
| September 30, 2022 | 25.99% |
| August 31, 2022 | 25.99% |
| July 31, 2022 | 25.99% |
| June 30, 2022 | 25.99% |
| May 31, 2022 | 25.99% |
| April 30, 2022 | 25.99% |
| March 31, 2022 | 25.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 25.99% |
| January 31, 2022 | 26.30% |
| December 31, 2021 | 26.30% |
| November 30, 2021 | 28.52% |
| October 31, 2021 | 31.51% |
| September 30, 2021 | 33.89% |
| August 31, 2021 | 33.89% |
| July 31, 2021 | 33.89% |
| June 30, 2021 | 33.89% |
| May 31, 2021 | 33.89% |
| April 30, 2021 | 33.89% |
| March 31, 2021 | 33.89% |
| February 28, 2021 | 33.89% |
| January 31, 2021 | 33.89% |
| December 31, 2020 | 33.89% |
| November 30, 2020 | 33.89% |
| October 31, 2020 | 33.89% |
| September 30, 2020 | 33.89% |
| August 31, 2020 | 33.89% |
| July 31, 2020 | 33.89% |
| June 30, 2020 | 33.89% |
| May 31, 2020 | 33.89% |
| April 30, 2020 | 33.89% |
| March 31, 2020 | 33.89% |
| February 29, 2020 | 33.89% |
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
25.99%
Minimum
Feb 2022
33.89%
Maximum
Apr 2019
30.09%
Average
32.70%
Median
Max Drawdown (5Y) Benchmarks
| Sandoz Group AG | -- |
| Amgen Inc | 24.86% |
| AstraZeneca PLC | 24.93% |
| Incyte Corp | 58.61% |
| MorphoSys AG | 91.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.272 |
| Beta (5Y) | 0.545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.04% |
| Historical Sharpe Ratio (5Y) | 0.2302 |
| Historical Sortino (5Y) | 0.4033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.04% |