Insight Enterprises Inc (NSIT)
193.74
+15.32
(+8.59%)
USD |
NASDAQ |
May 03, 16:00
193.75
+0.01
(+0.01%)
Pre-Market: 20:00
Insight Enterprises Max Drawdown (5Y): 55.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.10% |
March 31, 2024 | 55.10% |
February 29, 2024 | 55.10% |
January 31, 2024 | 55.10% |
December 31, 2023 | 55.10% |
November 30, 2023 | 55.10% |
October 31, 2023 | 55.10% |
September 30, 2023 | 55.10% |
August 31, 2023 | 55.10% |
July 31, 2023 | 55.10% |
June 30, 2023 | 55.10% |
May 31, 2023 | 55.10% |
April 30, 2023 | 55.10% |
March 31, 2023 | 55.10% |
February 28, 2023 | 55.10% |
January 31, 2023 | 55.10% |
December 31, 2022 | 55.10% |
November 30, 2022 | 55.10% |
October 31, 2022 | 55.10% |
September 30, 2022 | 55.10% |
August 31, 2022 | 55.10% |
July 31, 2022 | 55.10% |
June 30, 2022 | 55.10% |
May 31, 2022 | 55.10% |
April 30, 2022 | 55.10% |
Date | Value |
---|---|
March 31, 2022 | 55.10% |
February 28, 2022 | 55.10% |
January 31, 2022 | 55.10% |
December 31, 2021 | 55.10% |
November 30, 2021 | 55.10% |
October 31, 2021 | 55.10% |
September 30, 2021 | 55.10% |
August 31, 2021 | 55.10% |
July 31, 2021 | 55.10% |
June 30, 2021 | 55.10% |
May 31, 2021 | 55.10% |
April 30, 2021 | 55.10% |
March 31, 2021 | 55.10% |
February 28, 2021 | 55.10% |
January 31, 2021 | 55.10% |
December 31, 2020 | 55.10% |
November 30, 2020 | 55.10% |
October 31, 2020 | 55.10% |
September 30, 2020 | 55.10% |
August 31, 2020 | 55.10% |
July 31, 2020 | 55.10% |
June 30, 2020 | 55.10% |
May 31, 2020 | 55.10% |
April 30, 2020 | 55.10% |
March 31, 2020 | 55.10% |
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
33.55%
Minimum
May 2019
55.10%
Maximum
Mar 2020
51.51%
Average
55.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tianci International Inc | 99.88% |
Klegg Electronics Inc | 99.90% |
WidePoint Corp | 88.89% |
DecisionPoint Systems Inc | 99.70% |
Castellum Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.611 |
Beta (5Y) | 1.502 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.59% |
Historical Sharpe Ratio (5Y) | 0.6842 |
Historical Sortino (5Y) | 0.9707 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.67% |