INVO Bioscience Inc (INVO)
0.8892
+0.03
(+3.40%)
USD |
NASDAQ |
May 07, 14:51
INVO Bioscience Max Drawdown (5Y): 99.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.83% |
| March 31, 2024 | 99.83% |
| February 29, 2024 | 99.83% |
| January 31, 2024 | 99.83% |
| December 31, 2023 | 99.83% |
| November 30, 2023 | 99.83% |
| October 31, 2023 | 99.83% |
| September 30, 2023 | 99.76% |
| August 31, 2023 | 99.62% |
| July 31, 2023 | 99.21% |
| June 30, 2023 | 99.14% |
| May 31, 2023 | 98.63% |
| April 30, 2023 | 98.36% |
| March 31, 2023 | 98.36% |
| February 28, 2023 | 98.36% |
| January 31, 2023 | 98.36% |
| December 31, 2022 | 98.36% |
| November 30, 2022 | 97.30% |
| October 31, 2022 | 97.30% |
| September 30, 2022 | 97.30% |
| August 31, 2022 | 97.30% |
| July 31, 2022 | 97.30% |
| June 30, 2022 | 97.30% |
| May 31, 2022 | 95.86% |
| April 30, 2022 | 93.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.42% |
| February 28, 2022 | 92.42% |
| January 31, 2022 | 92.42% |
| December 31, 2021 | 92.42% |
| November 30, 2021 | 92.42% |
| October 31, 2021 | 92.42% |
| September 30, 2021 | 92.42% |
| August 31, 2021 | 92.42% |
| July 31, 2021 | 92.42% |
| June 30, 2021 | 92.42% |
| May 31, 2021 | 92.42% |
| April 30, 2021 | 92.42% |
| March 31, 2021 | 92.42% |
| February 28, 2021 | 92.42% |
| January 31, 2021 | 92.42% |
| December 31, 2020 | 92.42% |
| November 30, 2020 | 92.42% |
| October 31, 2020 | 92.42% |
| September 30, 2020 | 92.42% |
| August 31, 2020 | 92.42% |
| July 31, 2020 | 92.42% |
| June 30, 2020 | 92.42% |
| May 31, 2020 | 92.42% |
| April 30, 2020 | 92.42% |
| March 31, 2020 | 92.42% |
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
92.42%
Minimum
May 2019
99.83%
Maximum
Oct 2023
94.92%
Average
92.42%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 33.88% |
| Perspective Therapeutics Inc | 91.70% |
| Xtant Medical Holdings Inc | 98.66% |
| Asensus Surgical Inc | 99.68% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -84.81 |
| Beta (5Y) | 1.479 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.9% |
| Historical Sharpe Ratio (5Y) | -0.645 |
| Historical Sortino (5Y) | -1.231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.28% |