i3 Verticals Inc (IIIV)
23.10
-0.05
(-0.22%)
USD |
NASDAQ |
Apr 26, 16:00
23.09
-0.01
(-0.04%)
After-Hours: 20:00
i3 Verticals Max Drawdown (5Y): 61.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 61.40% |
February 29, 2024 | 61.40% |
January 31, 2024 | 61.40% |
December 31, 2023 | 61.40% |
November 30, 2023 | 61.40% |
October 31, 2023 | 61.40% |
September 30, 2023 | 61.40% |
August 31, 2023 | 61.40% |
July 31, 2023 | 61.40% |
June 30, 2023 | 61.40% |
May 31, 2023 | 61.40% |
April 30, 2023 | 61.40% |
March 31, 2023 | 61.40% |
February 28, 2023 | 61.40% |
January 31, 2023 | 61.40% |
December 31, 2022 | 61.40% |
November 30, 2022 | 61.40% |
October 31, 2022 | 61.40% |
September 30, 2022 | 61.40% |
August 31, 2022 | 61.40% |
July 31, 2022 | 61.40% |
June 30, 2022 | 61.40% |
May 31, 2022 | 61.40% |
April 30, 2022 | 61.40% |
March 31, 2022 | 61.40% |
Date | Value |
---|---|
February 28, 2022 | 61.40% |
January 31, 2022 | 61.40% |
December 31, 2021 | 61.40% |
November 30, 2021 | 61.40% |
October 31, 2021 | 61.40% |
September 30, 2021 | 61.40% |
August 31, 2021 | 61.40% |
July 31, 2021 | 61.40% |
June 30, 2021 | 61.40% |
May 31, 2021 | 61.40% |
April 30, 2021 | 61.40% |
March 31, 2021 | 61.40% |
February 28, 2021 | 61.40% |
January 31, 2021 | 61.40% |
December 31, 2020 | 61.40% |
November 30, 2020 | 61.40% |
October 31, 2020 | 61.40% |
September 30, 2020 | 61.40% |
August 31, 2020 | 61.40% |
July 31, 2020 | 61.40% |
June 30, 2020 | 61.40% |
May 31, 2020 | 61.40% |
April 30, 2020 | 61.40% |
March 31, 2020 | 61.40% |
February 29, 2020 | 36.13% |
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
26.20%
Minimum
Apr 2019
61.40%
Maximum
Mar 2020
55.95%
Average
61.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ePlus Inc | 56.46% |
DecisionPoint Systems Inc | 99.70% |
Upland Software Inc | 95.53% |
Red Violet Inc | 76.08% |
Strong Global Entertainment Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.45 |
Beta (5Y) | 1.570 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.24% |
Historical Sharpe Ratio (5Y) | -0.0626 |
Historical Sortino (5Y) | -0.1076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.74% |