Imax Corp (IMAX)
17.46
-0.20
(-1.13%)
USD |
NYSE |
Apr 25, 16:00
16.00
-1.46
(-8.36%)
After-Hours: 20:00
Imax Max Drawdown (5Y): 83.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 83.43% |
February 29, 2024 | 83.43% |
January 31, 2024 | 83.43% |
December 31, 2023 | 83.43% |
November 30, 2023 | 83.43% |
October 31, 2023 | 83.43% |
September 30, 2023 | 83.43% |
August 31, 2023 | 83.43% |
July 31, 2023 | 83.43% |
June 30, 2023 | 83.43% |
May 31, 2023 | 83.43% |
April 30, 2023 | 83.43% |
March 31, 2023 | 83.43% |
February 28, 2023 | 83.43% |
January 31, 2023 | 83.43% |
December 31, 2022 | 83.43% |
November 30, 2022 | 83.43% |
October 31, 2022 | 83.43% |
September 30, 2022 | 83.43% |
August 31, 2022 | 83.43% |
July 31, 2022 | 83.43% |
June 30, 2022 | 83.43% |
May 31, 2022 | 83.43% |
April 30, 2022 | 83.43% |
March 31, 2022 | 83.43% |
Date | Value |
---|---|
February 28, 2022 | 83.43% |
January 31, 2022 | 83.43% |
December 31, 2021 | 83.43% |
November 30, 2021 | 83.43% |
October 31, 2021 | 83.43% |
September 30, 2021 | 83.43% |
August 31, 2021 | 83.43% |
July 31, 2021 | 83.43% |
June 30, 2021 | 83.43% |
May 31, 2021 | 83.43% |
April 30, 2021 | 83.43% |
March 31, 2021 | 83.43% |
February 28, 2021 | 83.43% |
January 31, 2021 | 83.43% |
December 31, 2020 | 83.43% |
November 30, 2020 | 83.43% |
October 31, 2020 | 83.43% |
September 30, 2020 | 83.43% |
August 31, 2020 | 83.43% |
July 31, 2020 | 83.43% |
June 30, 2020 | 83.43% |
May 31, 2020 | 83.43% |
April 30, 2020 | 83.43% |
March 31, 2020 | 83.43% |
February 29, 2020 | 64.51% |
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
59.05%
Minimum
Apr 2019
83.43%
Maximum
Mar 2020
79.10%
Average
83.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cinemark Holdings Inc | 83.79% |
Lions Gate Entertainment Corp | 86.88% |
HeadsUp Entertainment International Inc | 97.42% |
Crona Corp | -- |
News Corp | 50.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.82 |
Beta (5Y) | 1.247 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.40% |
Historical Sharpe Ratio (5Y) | -0.1801 |
Historical Sortino (5Y) | -0.2936 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.04% |