Identiv Inc (INVE)
5.02
-0.09
(-1.76%)
USD |
NASDAQ |
May 07, 16:00
5.02
0.00 (0.00%)
After-Hours: 20:00
Identiv Max Drawdown (5Y): 83.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.02% |
March 31, 2024 | 83.02% |
February 29, 2024 | 83.02% |
January 31, 2024 | 83.02% |
December 31, 2023 | 83.02% |
November 30, 2023 | 83.02% |
October 31, 2023 | 82.00% |
September 30, 2023 | 84.09% |
August 31, 2023 | 84.09% |
July 31, 2023 | 84.09% |
June 30, 2023 | 84.09% |
May 31, 2023 | 84.09% |
April 30, 2023 | 84.09% |
March 31, 2023 | 84.09% |
February 28, 2023 | 84.09% |
January 31, 2023 | 84.23% |
December 31, 2022 | 84.23% |
November 30, 2022 | 84.23% |
October 31, 2022 | 84.28% |
September 30, 2022 | 86.04% |
August 31, 2022 | 86.18% |
July 31, 2022 | 86.18% |
June 30, 2022 | 86.18% |
May 31, 2022 | 86.18% |
April 30, 2022 | 86.18% |
Date | Value |
---|---|
March 31, 2022 | 86.18% |
February 28, 2022 | 86.18% |
January 31, 2022 | 86.18% |
December 31, 2021 | 86.18% |
November 30, 2021 | 86.18% |
October 31, 2021 | 86.18% |
September 30, 2021 | 89.58% |
August 31, 2021 | 91.62% |
July 31, 2021 | 91.83% |
June 30, 2021 | 92.07% |
May 31, 2021 | 92.63% |
April 30, 2021 | 93.02% |
March 31, 2021 | 93.14% |
February 28, 2021 | 93.14% |
January 31, 2021 | 93.14% |
December 31, 2020 | 93.31% |
November 30, 2020 | 97.08% |
October 31, 2020 | 97.12% |
September 30, 2020 | 97.12% |
August 31, 2020 | 97.12% |
July 31, 2020 | 97.12% |
June 30, 2020 | 97.12% |
May 31, 2020 | 97.12% |
April 30, 2020 | 97.12% |
March 31, 2020 | 97.12% |
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
82.00%
Minimum
Oct 2023
97.12%
Maximum
May 2019
89.88%
Average
86.18%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Transact Technologies Inc | 80.21% |
AstroNova Inc | 78.84% |
Immersion Corp | 74.29% |
Juniper Networks Inc | 40.99% |
GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.98 |
Beta (5Y) | 1.391 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.92% |
Historical Sharpe Ratio (5Y) | -0.0394 |
Historical Sortino (5Y) | -0.0684 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.90% |