Intevac Inc (IVAC)
4.20
-0.06
(-1.41%)
USD |
NASDAQ |
May 06, 16:00
4.21
+0.01
(+0.24%)
Pre-Market: 20:00
Intevac Max Drawdown (5Y): 75.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.42% |
March 31, 2024 | 75.42% |
February 29, 2024 | 75.42% |
January 31, 2024 | 75.42% |
December 31, 2023 | 75.42% |
November 30, 2023 | 75.42% |
October 31, 2023 | 75.42% |
September 30, 2023 | 75.42% |
August 31, 2023 | 75.42% |
July 31, 2023 | 75.42% |
June 30, 2023 | 75.42% |
May 31, 2023 | 75.42% |
April 30, 2023 | 75.42% |
March 31, 2023 | 75.42% |
February 28, 2023 | 75.42% |
January 31, 2023 | 75.42% |
December 31, 2022 | 75.42% |
November 30, 2022 | 75.42% |
October 31, 2022 | 75.42% |
September 30, 2022 | 75.42% |
August 31, 2022 | 75.42% |
July 31, 2022 | 75.42% |
June 30, 2022 | 75.42% |
May 31, 2022 | 75.42% |
April 30, 2022 | 75.42% |
Date | Value |
---|---|
March 31, 2022 | 75.42% |
February 28, 2022 | 75.42% |
January 31, 2022 | 75.42% |
December 31, 2021 | 75.42% |
November 30, 2021 | 75.42% |
October 31, 2021 | 75.42% |
September 30, 2021 | 75.42% |
August 31, 2021 | 75.42% |
July 31, 2021 | 75.42% |
June 30, 2021 | 75.42% |
May 31, 2021 | 75.42% |
April 30, 2021 | 75.42% |
March 31, 2021 | 75.42% |
February 28, 2021 | 75.42% |
January 31, 2021 | 75.42% |
December 31, 2020 | 75.42% |
November 30, 2020 | 75.42% |
October 31, 2020 | 75.42% |
September 30, 2020 | 75.42% |
August 31, 2020 | 75.42% |
July 31, 2020 | 75.42% |
June 30, 2020 | 75.42% |
May 31, 2020 | 75.42% |
April 30, 2020 | 75.42% |
March 31, 2020 | 75.42% |
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
70.18%
Minimum
May 2019
75.42%
Maximum
Mar 2020
74.55%
Average
75.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.58 |
Beta (5Y) | 0.725 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.20% |
Historical Sharpe Ratio (5Y) | -0.0997 |
Historical Sortino (5Y) | -0.1504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.80% |