Iveda Solutions Inc (IVDA)
0.872
-0.04
(-4.72%)
USD |
NASDAQ |
May 03, 16:00
0.8656
-0.01
(-0.73%)
After-Hours: 20:00
Iveda Solutions Max Drawdown (5Y): 97.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.17% |
March 31, 2024 | 97.17% |
February 29, 2024 | 97.17% |
January 31, 2024 | 97.17% |
December 31, 2023 | 97.17% |
November 30, 2023 | 97.17% |
October 31, 2023 | 97.17% |
September 30, 2023 | 97.30% |
August 31, 2023 | 97.30% |
July 31, 2023 | 97.30% |
June 30, 2023 | 97.30% |
May 31, 2023 | 97.30% |
April 30, 2023 | 97.30% |
March 31, 2023 | 97.30% |
February 28, 2023 | 97.30% |
January 31, 2023 | 97.30% |
December 31, 2022 | 97.30% |
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 | 97.30% |
April 30, 2022 | 97.30% |
Date | Value |
---|---|
March 31, 2022 | 97.30% |
February 28, 2022 | 97.30% |
January 31, 2022 | 97.30% |
December 31, 2021 | 97.30% |
November 30, 2021 | 97.30% |
October 31, 2021 | 97.30% |
September 30, 2021 | 97.30% |
August 31, 2021 | 97.30% |
July 31, 2021 | 97.30% |
June 30, 2021 | 97.30% |
May 31, 2021 | 97.30% |
April 30, 2021 | 97.30% |
March 31, 2021 | 97.30% |
February 28, 2021 | 97.30% |
January 31, 2021 | 97.30% |
December 31, 2020 | 97.30% |
November 30, 2020 | 97.30% |
October 31, 2020 | 97.30% |
September 30, 2020 | 97.30% |
August 31, 2020 | 97.30% |
July 31, 2020 | 97.30% |
June 30, 2020 | 97.30% |
May 31, 2020 | 97.30% |
April 30, 2020 | 97.30% |
March 31, 2020 | 97.30% |
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
97.17%
Minimum
Oct 2023
97.30%
Maximum
May 2019
97.28%
Average
97.30%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Compx International Inc | 37.85% |
NAPCO Security Technologies Inc | 60.30% |
Universal Security Instruments Inc | 94.92% |
VerifyMe Inc | 99.18% |
BIO-key International Inc | 99.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.21 |
Beta (5Y) | 0.871 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 153.7% |
Historical Sharpe Ratio (5Y) | -0.0619 |
Historical Sortino (5Y) | -0.1731 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |