NOV Inc (NOV)
18.82
+0.49
(+2.67%)
USD |
NYSE |
May 31, 16:00
18.78
-0.04
(-0.21%)
After-Hours: 20:00
NOV Max Drawdown (5Y): 83.24% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 83.24% |
April 30, 2024 | 83.24% |
March 31, 2024 | 83.24% |
February 29, 2024 | 83.24% |
January 31, 2024 | 83.24% |
December 31, 2023 | 83.24% |
November 30, 2023 | 83.24% |
October 31, 2023 | 83.24% |
September 30, 2023 | 83.24% |
August 31, 2023 | 83.24% |
July 31, 2023 | 83.24% |
June 30, 2023 | 83.24% |
May 31, 2023 | 83.24% |
April 30, 2023 | 83.24% |
March 31, 2023 | 83.24% |
February 28, 2023 | 83.24% |
January 31, 2023 | 83.24% |
December 31, 2022 | 83.24% |
November 30, 2022 | 83.24% |
October 31, 2022 | 83.24% |
September 30, 2022 | 83.24% |
August 31, 2022 | 83.24% |
July 31, 2022 | 83.24% |
June 30, 2022 | 83.24% |
May 31, 2022 | 83.24% |
Date | Value |
---|---|
April 30, 2022 | 83.24% |
March 31, 2022 | 83.24% |
February 28, 2022 | 83.24% |
January 31, 2022 | 83.24% |
December 31, 2021 | 83.24% |
November 30, 2021 | 83.24% |
October 31, 2021 | 83.24% |
September 30, 2021 | 83.24% |
August 31, 2021 | 83.24% |
July 31, 2021 | 83.24% |
June 30, 2021 | 83.24% |
May 31, 2021 | 83.24% |
April 30, 2021 | 83.24% |
March 31, 2021 | 83.24% |
February 28, 2021 | 83.24% |
January 31, 2021 | 83.24% |
December 31, 2020 | 83.24% |
November 30, 2020 | 83.24% |
October 31, 2020 | 83.24% |
September 30, 2020 | 82.28% |
August 31, 2020 | 82.28% |
July 31, 2020 | 82.28% |
June 30, 2020 | 82.28% |
May 31, 2020 | 82.28% |
April 30, 2020 | 82.28% |
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
74.70%
Minimum
Jun 2019
83.24%
Maximum
Oct 2020
81.85%
Average
83.24%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Dril-Quip Inc | 72.22% |
Natural Gas Services Group Inc | 87.91% |
Newpark Resources Inc | 94.07% |
Superior Drilling Products Inc | 94.66% |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.58 |
Beta (5Y) | 1.696 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.71% |
Historical Sharpe Ratio (5Y) | -0.061 |
Historical Sortino (5Y) | -0.095 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.76% |