Novonesis (Novozymes) B (NVZMF)
55.00
-2.57
(-4.46%)
USD |
OTCM |
Nov 15, 16:00
Novonesis (Novozymes) B Max Drawdown (5Y): 50.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.85% |
| September 30, 2024 | 50.85% |
| August 31, 2024 | 50.85% |
| July 31, 2024 | 50.85% |
| June 30, 2024 | 50.85% |
| May 31, 2024 | 50.85% |
| April 30, 2024 | 50.85% |
| March 31, 2024 | 50.85% |
| February 29, 2024 | 50.85% |
| January 31, 2024 | 50.85% |
| December 31, 2023 | 50.85% |
| November 30, 2023 | 50.85% |
| October 31, 2023 | 50.85% |
| September 30, 2023 | 49.30% |
| August 31, 2023 | 46.96% |
| July 31, 2023 | 44.57% |
| June 30, 2023 | 44.57% |
| May 31, 2023 | 43.67% |
| April 30, 2023 | 43.67% |
| March 31, 2023 | 43.67% |
| February 28, 2023 | 43.67% |
| January 31, 2023 | 43.67% |
| December 31, 2022 | 43.67% |
| November 30, 2022 | 43.67% |
| October 31, 2022 | 43.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.07% |
| August 31, 2022 | 33.01% |
| July 31, 2022 | 33.01% |
| June 30, 2022 | 33.01% |
| May 31, 2022 | 30.46% |
| April 30, 2022 | 30.46% |
| March 31, 2022 | 30.46% |
| February 28, 2022 | 30.46% |
| January 31, 2022 | 30.00% |
| December 31, 2021 | 30.00% |
| November 30, 2021 | 30.00% |
| October 31, 2021 | 35.21% |
| September 30, 2021 | 39.49% |
| August 31, 2021 | 39.49% |
| July 31, 2021 | 39.49% |
| June 30, 2021 | 70.01% |
| May 31, 2021 | 71.98% |
| April 30, 2021 | 71.98% |
| March 31, 2021 | 71.98% |
| February 28, 2021 | 71.98% |
| January 31, 2021 | 73.31% |
| December 31, 2020 | 74.47% |
| November 30, 2020 | 75.59% |
| October 31, 2020 | 76.88% |
| September 30, 2020 | 76.88% |
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
30.00%
Minimum
Nov 2021
76.88%
Maximum
Nov 2019
53.46%
Average
50.85%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
| Sustainable Projects Group Inc | 99.76% |
| SP Group AS | -- |
| Core Molding Technologies Inc | 96.20% |
| Flexible Solutions International Inc | 75.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.854 |
| Beta (5Y) | 0.9219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.47% |
| Historical Sharpe Ratio (5Y) | 0.1603 |
| Historical Sortino (5Y) | 0.2681 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.68% |