Itron Inc (ITRI)
96.19
+4.65
(+5.08%)
USD |
NASDAQ |
May 02, 10:04
Itron Max Drawdown (5Y): 65.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.26% |
March 31, 2024 | 65.26% |
February 29, 2024 | 65.26% |
January 31, 2024 | 65.26% |
December 31, 2023 | 65.26% |
November 30, 2023 | 65.26% |
October 31, 2023 | 65.26% |
September 30, 2023 | 65.26% |
August 31, 2023 | 65.26% |
July 31, 2023 | 65.26% |
June 30, 2023 | 65.26% |
May 31, 2023 | 65.26% |
April 30, 2023 | 65.26% |
March 31, 2023 | 65.26% |
February 28, 2023 | 65.26% |
January 31, 2023 | 65.26% |
December 31, 2022 | 65.26% |
November 30, 2022 | 65.26% |
October 31, 2022 | 65.26% |
September 30, 2022 | 65.00% |
August 31, 2022 | 63.57% |
July 31, 2022 | 63.57% |
June 30, 2022 | 63.57% |
May 31, 2022 | 62.50% |
April 30, 2022 | 62.50% |
Date | Value |
---|---|
March 31, 2022 | 62.50% |
February 28, 2022 | 60.38% |
January 31, 2022 | 51.94% |
December 31, 2021 | 51.94% |
November 30, 2021 | 51.94% |
October 31, 2021 | 51.94% |
September 30, 2021 | 51.94% |
August 31, 2021 | 51.94% |
July 31, 2021 | 51.94% |
June 30, 2021 | 51.94% |
May 31, 2021 | 51.94% |
April 30, 2021 | 51.94% |
March 31, 2021 | 51.94% |
February 28, 2021 | 51.94% |
January 31, 2021 | 51.94% |
December 31, 2020 | 51.94% |
November 30, 2020 | 51.94% |
October 31, 2020 | 51.94% |
September 30, 2020 | 51.94% |
August 31, 2020 | 51.94% |
July 31, 2020 | 51.94% |
June 30, 2020 | 55.88% |
May 31, 2020 | 55.88% |
April 30, 2020 | 55.88% |
March 31, 2020 | 55.88% |
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
51.94%
Minimum
Jul 2020
65.26%
Maximum
Oct 2022
58.65%
Average
56.81%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Aehr Test Systems | 80.70% |
Cohu Inc | 63.49% |
Electro-Sensors Inc | 59.29% |
Frequency Electronics Inc | 62.46% |
MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.005 |
Beta (5Y) | 1.379 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.62% |
Historical Sharpe Ratio (5Y) | 0.2306 |
Historical Sortino (5Y) | 0.3786 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.19% |