Glenmede Global Secured Options Portfolio Advisor (NOVIX)

5.64 -0.03 (-0.53%) USD  |  Jan 30 2026
More

NOVIX Max Drawdown (5Y): 18.76% for Jan. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Glenmede Secured Options Portfolio Advisor 17.72%
Destinations Shelter Fund Z --
Ironclad Managed Risk Fund 11.68%
Toews Hedged Oceana Fund 20.48%
Gateway Fund C 16.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.367
Beta (5Y) 0.5555
Alpha (vs YCharts Benchmark) (5Y) 4.091
Beta (vs YCharts Benchmark) (5Y) 0.3277
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.63%
Historical Sharpe Ratio (5Y) 0.8175
Historical Sortino (5Y) 1.009
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.38%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NOVIX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NOVIX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.