Novonesis (Novozymes) B (NVZMY)

57.91 -0.44 (-0.75%) USD  |  OTCM  |  Dec 17, 11:38
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Novonesis (Novozymes) B Max Drawdown (5Y): 51.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sustainable Projects Group Inc 99.76%
SP Group AS --
Core Molding Technologies Inc 96.21%
Flexible Solutions International Inc 75.75%
IT Tech Packaging Inc 98.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.061
Beta (5Y) 0.8703
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.83%
Historical Sharpe Ratio (5Y) 0.1156
Historical Sortino (5Y) 0.1955
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.27%