Innovate Corp (VATE)
0.8237
+0.04
(+5.62%)
USD |
NYSE |
May 03, 15:56
Innovate Max Drawdown (5Y): 97.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.84% |
| March 31, 2024 | 97.53% |
| February 29, 2024 | 97.31% |
| January 31, 2024 | 97.31% |
| December 31, 2023 | 97.31% |
| November 30, 2023 | 97.31% |
| October 31, 2023 | 97.31% |
| September 30, 2023 | 97.31% |
| August 31, 2023 | 97.31% |
| July 31, 2023 | 97.31% |
| June 30, 2023 | 97.31% |
| May 31, 2023 | 97.31% |
| April 30, 2023 | 97.31% |
| March 31, 2023 | 97.31% |
| February 28, 2023 | 97.31% |
| January 31, 2023 | 97.31% |
| December 31, 2022 | 97.31% |
| November 30, 2022 | 97.31% |
| October 31, 2022 | 97.31% |
| September 30, 2022 | 97.19% |
| August 31, 2022 | 93.85% |
| July 31, 2022 | 93.81% |
| June 30, 2022 | 93.05% |
| May 31, 2022 | 90.72% |
| April 30, 2022 | 88.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.42% |
| February 28, 2022 | 88.42% |
| January 31, 2022 | 88.42% |
| December 31, 2021 | 88.42% |
| November 30, 2021 | 88.42% |
| October 31, 2021 | 88.42% |
| September 30, 2021 | 88.42% |
| August 31, 2021 | 88.42% |
| July 31, 2021 | 88.42% |
| June 30, 2021 | 88.42% |
| May 31, 2021 | 88.42% |
| April 30, 2021 | 88.42% |
| March 31, 2021 | 88.42% |
| February 28, 2021 | 88.42% |
| January 31, 2021 | 88.42% |
| December 31, 2020 | 88.42% |
| November 30, 2020 | 88.42% |
| October 31, 2020 | 88.42% |
| September 30, 2020 | 88.42% |
| August 31, 2020 | 88.42% |
| July 31, 2020 | 88.42% |
| June 30, 2020 | 88.42% |
| May 31, 2020 | 88.42% |
| April 30, 2020 | 88.42% |
| March 31, 2020 | 88.42% |
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
83.88%
Minimum
May 2019
97.84%
Maximum
Apr 2024
91.11%
Average
88.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| JNS Holdings Corp | 94.06% |
| Correlate Energy Corp | 96.96% |
| ParkVida Group Inc | 96.90% |
| Digital Locations Inc | 100.00% |
| TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.38 |
| Beta (5Y) | 2.098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.5% |
| Historical Sharpe Ratio (5Y) | -0.2105 |
| Historical Sortino (5Y) | -0.4431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.89% |