Inseego Corp (INSG)
4.18
0.00 (0.00%)
USD |
NASDAQ |
Apr 30, 10:02
Inseego Max Drawdown (5Y): 99.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.13% |
| February 29, 2024 | 99.13% |
| January 31, 2024 | 99.13% |
| December 31, 2023 | 99.07% |
| November 30, 2023 | 99.07% |
| October 31, 2023 | 98.50% |
| September 30, 2023 | 98.12% |
| August 31, 2023 | 97.63% |
| July 31, 2023 | 97.63% |
| June 30, 2023 | 97.63% |
| May 31, 2023 | 97.63% |
| April 30, 2023 | 97.63% |
| March 31, 2023 | 97.27% |
| February 28, 2023 | 96.34% |
| January 31, 2023 | 96.34% |
| December 31, 2022 | 96.34% |
| November 30, 2022 | 93.86% |
| October 31, 2022 | 91.88% |
| September 30, 2022 | 91.30% |
| August 31, 2022 | 91.30% |
| July 31, 2022 | 91.30% |
| June 30, 2022 | 91.30% |
| May 31, 2022 | 90.28% |
| April 30, 2022 | 86.70% |
| March 31, 2022 | 85.89% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.89% |
| January 31, 2022 | 85.89% |
| December 31, 2021 | 85.89% |
| November 30, 2021 | 85.89% |
| October 31, 2021 | 85.89% |
| September 30, 2021 | 85.89% |
| August 31, 2021 | 85.89% |
| July 31, 2021 | 85.89% |
| June 30, 2021 | 85.89% |
| May 31, 2021 | 85.89% |
| April 30, 2021 | 85.89% |
| March 31, 2021 | 85.89% |
| February 28, 2021 | 85.89% |
| January 31, 2021 | 85.89% |
| December 31, 2020 | 85.89% |
| November 30, 2020 | 85.89% |
| October 31, 2020 | 86.03% |
| September 30, 2020 | 86.03% |
| August 31, 2020 | 86.03% |
| July 31, 2020 | 86.03% |
| June 30, 2020 | 86.03% |
| May 31, 2020 | 86.03% |
| April 30, 2020 | 86.03% |
| March 31, 2020 | 86.03% |
| February 29, 2020 | 86.03% |
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
85.89%
Minimum
Nov 2020
99.13%
Maximum
Jan 2024
89.82%
Average
86.03%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Comtech Telecommunications Corp | 91.05% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 58.53% |
| KVH Industries Inc | 70.84% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.53 |
| Beta (5Y) | 1.331 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.42% |
| Historical Sharpe Ratio (5Y) | -0.4588 |
| Historical Sortino (5Y) | -1.089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.17% |