i3 Verticals Inc (IIIV)
23.86
+0.48
(+2.05%)
USD |
NASDAQ |
Nov 22, 09:37
i3 Verticals Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ePlus Inc | 56.46% |
| Palo Alto Networks Inc | 47.98% |
| Upland Software Inc | 96.36% |
| Altair Engineering Inc | -- |
| Red Violet Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.76 |
| Beta (5Y) | 1.531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.52% |
| Historical Sharpe Ratio (5Y) | 0.0001 |
| Historical Sortino (5Y) | 0.0002 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.17% |