Novonesis (Novozymes) B (NVZMY)
56.55
-0.59
(-1.03%)
USD |
OTCM |
Nov 15, 16:00
Novonesis (Novozymes) B Max Drawdown (5Y): 51.95% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 51.95% |
| August 31, 2024 | 51.95% |
| July 31, 2024 | 51.95% |
| June 30, 2024 | 51.95% |
| May 31, 2024 | 51.95% |
| April 30, 2024 | 51.95% |
| March 31, 2024 | 51.95% |
| February 29, 2024 | 51.95% |
| January 31, 2024 | 51.95% |
| December 31, 2023 | 51.95% |
| November 30, 2023 | 51.95% |
| October 31, 2023 | 51.95% |
| September 30, 2023 | 50.80% |
| August 31, 2023 | 46.62% |
| July 31, 2023 | 42.94% |
| June 30, 2023 | 42.94% |
| May 31, 2023 | 42.68% |
| April 30, 2023 | 42.68% |
| March 31, 2023 | 42.68% |
| February 28, 2023 | 42.68% |
| January 31, 2023 | 42.68% |
| December 31, 2022 | 42.68% |
| November 30, 2022 | 42.68% |
| October 31, 2022 | 42.68% |
| September 30, 2022 | 41.07% |
| Date | Value |
|---|---|
| August 31, 2022 | 31.95% |
| July 31, 2022 | 31.95% |
| June 30, 2022 | 31.95% |
| May 31, 2022 | 30.22% |
| April 30, 2022 | 30.22% |
| March 31, 2022 | 30.22% |
| February 28, 2022 | 29.01% |
| January 31, 2022 | 28.76% |
| December 31, 2021 | 28.76% |
| November 30, 2021 | 28.76% |
| October 31, 2021 | 35.36% |
| September 30, 2021 | 39.35% |
| August 31, 2021 | 39.35% |
| July 31, 2021 | 39.35% |
| June 30, 2021 | 39.35% |
| May 31, 2021 | 39.35% |
| April 30, 2021 | 39.35% |
| March 31, 2021 | 39.35% |
| February 28, 2021 | 39.35% |
| January 31, 2021 | 39.35% |
| December 31, 2020 | 39.35% |
| November 30, 2020 | 39.35% |
| October 31, 2020 | 39.35% |
| September 30, 2020 | 39.35% |
| August 31, 2020 | 39.35% |
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
28.76%
Minimum
Nov 2021
51.95%
Maximum
Oct 2023
41.21%
Average
39.35%
Median
Nov 2019
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% |
| IT Tech Packaging Inc | 98.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.244 |
| Beta (5Y) | 0.8881 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.17% |
| Historical Sharpe Ratio (5Y) | 0.3611 |
| Historical Sortino (5Y) | 0.5944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.90% |