Innovative Food Holdings Inc (IVFH)
1.05
+0.07
(+7.14%)
USD |
OTCM |
May 16, 16:00
Innovative Food Holdings Max Drawdown (5Y): 87.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.69% |
March 31, 2024 | 87.69% |
February 29, 2024 | 87.69% |
January 31, 2024 | 87.69% |
December 31, 2023 | 87.69% |
November 30, 2023 | 87.69% |
October 31, 2023 | 87.69% |
September 30, 2023 | 87.69% |
August 31, 2023 | 87.69% |
July 31, 2023 | 87.69% |
June 30, 2023 | 87.69% |
May 31, 2023 | 87.69% |
April 30, 2023 | 87.69% |
March 31, 2023 | 87.69% |
February 28, 2023 | 87.69% |
January 31, 2023 | 87.69% |
December 31, 2022 | 87.69% |
November 30, 2022 | 87.69% |
October 31, 2022 | 87.69% |
September 30, 2022 | 87.69% |
August 31, 2022 | 87.50% |
July 31, 2022 | 87.50% |
June 30, 2022 | 87.50% |
May 31, 2022 | 87.50% |
April 30, 2022 | 87.50% |
Date | Value |
---|---|
March 31, 2022 | 87.50% |
February 28, 2022 | 87.50% |
January 31, 2022 | 87.50% |
December 31, 2021 | 87.50% |
November 30, 2021 | 87.50% |
October 31, 2021 | 87.50% |
September 30, 2021 | 87.50% |
August 31, 2021 | 87.50% |
July 31, 2021 | 87.50% |
June 30, 2021 | 87.50% |
May 31, 2021 | 87.50% |
April 30, 2021 | 87.50% |
March 31, 2021 | 87.50% |
February 28, 2021 | 87.50% |
January 31, 2021 | 87.50% |
December 31, 2020 | 87.50% |
November 30, 2020 | 87.50% |
October 31, 2020 | 87.50% |
September 30, 2020 | 87.50% |
August 31, 2020 | 87.50% |
July 31, 2020 | 87.50% |
June 30, 2020 | 87.50% |
May 31, 2020 | 87.50% |
April 30, 2020 | 87.50% |
March 31, 2020 | 87.50% |
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
79.99%
Minimum
May 2019
87.69%
Maximum
Sep 2022
86.31%
Average
87.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amcon Distributing Co | 54.99% |
SpartanNash Co | 75.81% |
United Natural Foods Inc | 92.15% |
The Chefs' Warehouse Inc | 91.26% |
Albertsons Companies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.054 |
Beta (5Y) | 0.1828 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.40% |
Historical Sharpe Ratio (5Y) | 0.1032 |
Historical Sortino (5Y) | 0.2539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.08% |