Information Services Group Inc (III)
3.335
+0.08
(+2.62%)
USD |
NASDAQ |
Nov 21, 16:00
3.34
0.00 (0.00%)
After-Hours: 20:00
Information Services Group Max Drawdown (5Y): 69.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.81% |
| September 30, 2024 | 69.81% |
| August 31, 2024 | 69.81% |
| July 31, 2024 | 69.81% |
| June 30, 2024 | 69.81% |
| May 31, 2024 | 69.81% |
| April 30, 2024 | 69.81% |
| March 31, 2024 | 69.81% |
| February 29, 2024 | 69.81% |
| January 31, 2024 | 69.81% |
| December 31, 2023 | 69.81% |
| November 30, 2023 | 69.81% |
| October 31, 2023 | 69.81% |
| September 30, 2023 | 69.81% |
| August 31, 2023 | 69.81% |
| July 31, 2023 | 69.81% |
| June 30, 2023 | 69.81% |
| May 31, 2023 | 69.81% |
| April 30, 2023 | 69.81% |
| March 31, 2023 | 69.81% |
| February 28, 2023 | 69.81% |
| January 31, 2023 | 69.81% |
| December 31, 2022 | 69.81% |
| November 30, 2022 | 69.81% |
| October 31, 2022 | 69.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.81% |
| August 31, 2022 | 69.81% |
| July 31, 2022 | 69.81% |
| June 30, 2022 | 69.81% |
| May 31, 2022 | 69.81% |
| April 30, 2022 | 69.81% |
| March 31, 2022 | 69.81% |
| February 28, 2022 | 69.81% |
| January 31, 2022 | 69.81% |
| December 31, 2021 | 69.81% |
| November 30, 2021 | 69.81% |
| October 31, 2021 | 69.81% |
| September 30, 2021 | 69.81% |
| August 31, 2021 | 69.81% |
| July 31, 2021 | 69.81% |
| June 30, 2021 | 69.81% |
| May 31, 2021 | 69.81% |
| April 30, 2021 | 69.81% |
| March 31, 2021 | 69.81% |
| February 28, 2021 | 69.81% |
| January 31, 2021 | 69.81% |
| December 31, 2020 | 69.81% |
| November 30, 2020 | 69.81% |
| October 31, 2020 | 69.81% |
| September 30, 2020 | 69.81% |
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
59.63%
Minimum
Nov 2019
69.81%
Maximum
Mar 2020
69.13%
Average
69.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Conduent Inc | 93.38% |
| Jack Henry & Associates Inc | 33.57% |
| TTEC Holdings Inc | 96.34% |
| Castellum Inc | 99.67% |
| TaskUs Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.080 |
| Beta (5Y) | 0.9666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.53% |
| Historical Sharpe Ratio (5Y) | 0.1661 |
| Historical Sortino (5Y) | 0.2817 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.40% |