Intellicheck Inc (IDN)
3.03
-0.28
(-8.46%)
USD |
NASDAQ |
May 07, 16:00
3.03
0.00 (0.00%)
After-Hours: 20:00
Intellicheck Max Drawdown (5Y): 90.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.47% |
| March 31, 2024 | 90.47% |
| February 29, 2024 | 90.47% |
| January 31, 2024 | 90.47% |
| December 31, 2023 | 90.47% |
| November 30, 2023 | 90.47% |
| October 31, 2023 | 90.47% |
| September 30, 2023 | 90.47% |
| August 31, 2023 | 90.47% |
| July 31, 2023 | 90.47% |
| June 30, 2023 | 90.47% |
| May 31, 2023 | 90.47% |
| April 30, 2023 | 90.47% |
| March 31, 2023 | 90.47% |
| February 28, 2023 | 90.47% |
| January 31, 2023 | 90.47% |
| December 31, 2022 | 90.47% |
| November 30, 2022 | 90.47% |
| October 31, 2022 | 90.47% |
| September 30, 2022 | 90.47% |
| August 31, 2022 | 90.47% |
| July 31, 2022 | 90.47% |
| June 30, 2022 | 90.47% |
| May 31, 2022 | 90.47% |
| April 30, 2022 | 87.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.73% |
| February 28, 2022 | 87.73% |
| January 31, 2022 | 87.73% |
| December 31, 2021 | 87.73% |
| November 30, 2021 | 87.73% |
| October 31, 2021 | 87.73% |
| September 30, 2021 | 87.73% |
| August 31, 2021 | 89.32% |
| July 31, 2021 | 90.26% |
| June 30, 2021 | 90.33% |
| May 31, 2021 | 91.39% |
| April 30, 2021 | 92.02% |
| March 31, 2021 | 92.02% |
| February 28, 2021 | 92.02% |
| January 31, 2021 | 92.02% |
| December 31, 2020 | 92.71% |
| November 30, 2020 | 94.66% |
| October 31, 2020 | 94.66% |
| September 30, 2020 | 94.79% |
| August 31, 2020 | 94.79% |
| July 31, 2020 | 94.79% |
| June 30, 2020 | 94.85% |
| May 31, 2020 | 94.85% |
| April 30, 2020 | 94.85% |
| March 31, 2020 | 94.85% |
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
87.73%
Minimum
Sep 2021
94.85%
Maximum
May 2019
91.61%
Average
90.47%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| Dave Inc | -- |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.32 |
| Beta (5Y) | 1.806 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.69% |
| Historical Sharpe Ratio (5Y) | -0.0372 |
| Historical Sortino (5Y) | -0.0719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.73% |