iCoreConnect Inc (ICCT)
0.1812
+0.01
(+5.35%)
USD |
NASDAQ |
Nov 19, 16:00
0.1797
0.00 (0.00%)
Pre-Market: 09:15
iCoreConnect Max Drawdown (5Y): 99.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.47% |
| September 30, 2024 | 99.36% |
| August 31, 2024 | 99.13% |
| July 31, 2024 | 98.80% |
| June 30, 2024 | 98.45% |
| May 31, 2024 | 98.27% |
| April 30, 2024 | 98.22% |
| March 31, 2024 | 98.22% |
| February 29, 2024 | 98.22% |
| January 31, 2024 | 98.22% |
| December 31, 2023 | 98.22% |
| November 30, 2023 | 98.06% |
| October 31, 2023 | 98.06% |
| September 30, 2023 | 98.06% |
| August 31, 2023 | 98.06% |
| July 31, 2023 | 98.06% |
| June 30, 2023 | 98.06% |
| May 31, 2023 | 98.06% |
| April 30, 2023 | 98.06% |
| March 31, 2023 | 98.06% |
| February 28, 2023 | 98.06% |
| January 31, 2023 | 98.06% |
| December 31, 2022 | 98.06% |
| November 30, 2022 | 98.06% |
| October 31, 2022 | 98.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.06% |
| August 31, 2022 | 98.06% |
| July 31, 2022 | 98.06% |
| June 30, 2022 | 98.06% |
| May 31, 2022 | 98.06% |
| April 30, 2022 | 98.06% |
| March 31, 2022 | 98.06% |
| February 28, 2022 | 98.06% |
| January 31, 2022 | 98.06% |
| December 31, 2021 | 98.06% |
| November 30, 2021 | 98.06% |
| October 31, 2021 | 98.06% |
| September 30, 2021 | 98.06% |
| August 31, 2021 | 98.06% |
| July 31, 2021 | 98.06% |
| June 30, 2021 | 98.06% |
| May 31, 2021 | 98.06% |
| April 30, 2021 | 98.06% |
| March 31, 2021 | 98.06% |
| February 28, 2021 | 98.06% |
| January 31, 2021 | 98.06% |
| December 31, 2020 | 98.06% |
| November 30, 2020 | 98.06% |
| October 31, 2020 | 98.06% |
| September 30, 2020 | 97.66% |
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
75.25%
Minimum
Nov 2019
99.47%
Maximum
Oct 2024
95.87%
Average
98.06%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| SunLink Health Systems Inc | 88.24% |
| Walgreens Boots Alliance Inc | 82.39% |
| HealthWarehouse.com Inc | 86.94% |
| Ladybug Resource Group Inc | 99.89% |
| Nowtransit Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.70 |
| Beta (5Y) | 0.9617 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.1% |
| Historical Sharpe Ratio (5Y) | -0.526 |
| Historical Sortino (5Y) | -1.223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |