InterDigital Inc (IDCC)

189.43 +0.46 (+0.24%) USD  |  NASDAQ  |  Dec 20, 16:00
189.42 -0.01 (-0.01%) After-Hours: 20:00
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InterDigital Max Drawdown (5Y): 64.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alarm.com Holdings Inc 57.92%
Automatic Data Processing Inc 39.40%
Autodesk Inc 51.99%
Inuvo Inc 95.07%
Issuer Direct Corp 76.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.156
Beta (5Y) 1.440
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.26%
Historical Sharpe Ratio (5Y) 0.7419
Historical Sortino (5Y) 1.282
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.08%