Ideanomics Inc (IDEX)
0.91
+0.01
(+0.66%)
USD |
NASDAQ |
Apr 30, 16:00
0.92
+0.01
(+1.10%)
After-Hours: 20:00
Ideanomics Max Drawdown (5Y): 99.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.88% |
| March 31, 2024 | 99.87% |
| February 29, 2024 | 99.86% |
| January 31, 2024 | 99.85% |
| December 31, 2023 | 99.77% |
| November 30, 2023 | 99.75% |
| October 31, 2023 | 99.73% |
| September 30, 2023 | 99.73% |
| August 31, 2023 | 99.56% |
| July 31, 2023 | 99.56% |
| June 30, 2023 | 99.56% |
| May 31, 2023 | 99.56% |
| April 30, 2023 | 99.56% |
| March 31, 2023 | 98.02% |
| February 28, 2023 | 97.62% |
| January 31, 2023 | 97.34% |
| December 31, 2022 | 97.34% |
| November 30, 2022 | 96.50% |
| October 31, 2022 | 96.50% |
| September 30, 2022 | 95.35% |
| August 31, 2022 | 94.93% |
| July 31, 2022 | 94.93% |
| June 30, 2022 | 94.93% |
| May 31, 2022 | 94.93% |
| April 30, 2022 | 94.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.93% |
| February 28, 2022 | 94.93% |
| January 31, 2022 | 94.93% |
| December 31, 2021 | 94.93% |
| November 30, 2021 | 94.93% |
| October 31, 2021 | 94.93% |
| September 30, 2021 | 94.93% |
| August 31, 2021 | 94.93% |
| July 31, 2021 | 94.93% |
| June 30, 2021 | 94.93% |
| May 31, 2021 | 94.93% |
| April 30, 2021 | 94.93% |
| March 31, 2021 | 94.93% |
| February 28, 2021 | 94.93% |
| January 31, 2021 | 94.93% |
| December 31, 2020 | 94.93% |
| November 30, 2020 | 94.93% |
| October 31, 2020 | 94.93% |
| September 30, 2020 | 94.93% |
| August 31, 2020 | 94.93% |
| July 31, 2020 | 94.93% |
| June 30, 2020 | 94.93% |
| May 31, 2020 | 94.93% |
| April 30, 2020 | 94.93% |
| March 31, 2020 | 94.93% |
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
85.57%
Minimum
Sep 2019
99.88%
Maximum
Apr 2024
95.16%
Average
94.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Art's-Way Manufacturing Co Inc | 75.24% |
| CEA Industries Inc | 98.77% |
| Urban-gro Inc | -- |
| Nikola Corp | 99.32% |
| Hydrofarm Holdings Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.34 |
| Beta (5Y) | 0.6054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 217.0% |
| Historical Sharpe Ratio (5Y) | -0.3115 |
| Historical Sortino (5Y) | -1.213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.63% |