Novartis AG (NVS)
110.59
+1.24
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NYSE |
Nov 04, 13:25
Novartis Max Drawdown (5Y): 25.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 25.84% |
| September 30, 2024 | 25.84% |
| August 31, 2024 | 25.84% |
| July 31, 2024 | 25.84% |
| June 30, 2024 | 25.84% |
| May 31, 2024 | 25.84% |
| April 30, 2024 | 25.84% |
| March 31, 2024 | 25.84% |
| February 29, 2024 | 25.84% |
| January 31, 2024 | 25.84% |
| December 31, 2023 | 25.84% |
| November 30, 2023 | 25.84% |
| October 31, 2023 | 25.84% |
| September 30, 2023 | 25.84% |
| August 31, 2023 | 25.84% |
| July 31, 2023 | 25.84% |
| June 30, 2023 | 25.84% |
| May 31, 2023 | 25.84% |
| April 30, 2023 | 25.84% |
| March 31, 2023 | 25.84% |
| February 28, 2023 | 25.84% |
| January 31, 2023 | 25.84% |
| December 31, 2022 | 25.84% |
| November 30, 2022 | 25.84% |
| October 31, 2022 | 25.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 25.84% |
| August 31, 2022 | 25.84% |
| July 31, 2022 | 25.84% |
| June 30, 2022 | 25.84% |
| May 31, 2022 | 25.84% |
| April 30, 2022 | 25.84% |
| March 31, 2022 | 25.84% |
| February 28, 2022 | 25.84% |
| January 31, 2022 | 25.84% |
| December 31, 2021 | 25.84% |
| November 30, 2021 | 27.99% |
| October 31, 2021 | 31.00% |
| September 30, 2021 | 33.40% |
| August 31, 2021 | 33.40% |
| July 31, 2021 | 33.40% |
| June 30, 2021 | 33.40% |
| May 31, 2021 | 33.40% |
| April 30, 2021 | 33.40% |
| March 31, 2021 | 33.40% |
| February 28, 2021 | 33.40% |
| January 31, 2021 | 33.40% |
| December 31, 2020 | 33.40% |
| November 30, 2020 | 33.40% |
| October 31, 2020 | 33.40% |
| September 30, 2020 | 33.40% |
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
25.84%
Minimum
Dec 2021
33.40%
Maximum
Nov 2019
28.86%
Average
25.84%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| AstraZeneca PLC | 24.93% |
| Johnson & Johnson | 27.36% |
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1022 |
| Beta (5Y) | 0.5781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.96% |
| Historical Sharpe Ratio (5Y) | 0.3608 |
| Historical Sortino (5Y) | 0.6292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.82% |