Insteel Industries Inc (IIIN)
27.27
+0.02
(+0.07%)
USD |
NYSE |
Nov 04, 16:00
27.27
0.00 (0.00%)
Pre-Market: 20:00
Insteel Industries Max Drawdown (5Y): 74.36% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 74.36% |
| August 31, 2024 | 74.36% |
| July 31, 2024 | 74.36% |
| June 30, 2024 | 74.36% |
| May 31, 2024 | 74.36% |
| April 30, 2024 | 74.36% |
| March 31, 2024 | 74.36% |
| February 29, 2024 | 74.36% |
| January 31, 2024 | 74.36% |
| December 31, 2023 | 74.36% |
| November 30, 2023 | 74.36% |
| October 31, 2023 | 74.36% |
| September 30, 2023 | 74.36% |
| August 31, 2023 | 74.36% |
| July 31, 2023 | 74.36% |
| June 30, 2023 | 74.36% |
| May 31, 2023 | 74.36% |
| April 30, 2023 | 74.36% |
| March 31, 2023 | 74.36% |
| February 28, 2023 | 74.36% |
| January 31, 2023 | 74.36% |
| December 31, 2022 | 74.36% |
| November 30, 2022 | 74.36% |
| October 31, 2022 | 74.36% |
| September 30, 2022 | 74.36% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.36% |
| July 31, 2022 | 74.36% |
| June 30, 2022 | 74.36% |
| May 31, 2022 | 74.36% |
| April 30, 2022 | 74.36% |
| March 31, 2022 | 74.36% |
| February 28, 2022 | 74.36% |
| January 31, 2022 | 74.36% |
| December 31, 2021 | 74.36% |
| November 30, 2021 | 74.36% |
| October 31, 2021 | 74.36% |
| September 30, 2021 | 74.36% |
| August 31, 2021 | 74.36% |
| July 31, 2021 | 74.36% |
| June 30, 2021 | 74.36% |
| May 31, 2021 | 74.36% |
| April 30, 2021 | 74.36% |
| March 31, 2021 | 74.36% |
| February 28, 2021 | 74.36% |
| January 31, 2021 | 74.36% |
| December 31, 2020 | 74.36% |
| November 30, 2020 | 74.36% |
| October 31, 2020 | 74.36% |
| September 30, 2020 | 74.36% |
| August 31, 2020 | 74.36% |
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
58.69%
Minimum
Nov 2019
74.36%
Maximum
Mar 2020
73.30%
Average
74.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Energizer Holdings Inc | 56.38% |
| Northwest Pipe Co | 46.50% |
| Alamo Group Inc | 42.47% |
| Boeing Co | 77.92% |
| AAON Inc | 42.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.616 |
| Beta (5Y) | 1.100 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.18% |
| Historical Sharpe Ratio (5Y) | 0.2942 |
| Historical Sortino (5Y) | 0.477 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.60% |