Immersion Corp (IMMR)
8.34
-0.03
(-0.36%)
USD |
NASDAQ |
Nov 04, 16:00
8.35
+0.01
(+0.12%)
After-Hours: 20:00
Immersion Max Drawdown (5Y): 74.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.29% |
| September 30, 2024 | 74.29% |
| August 31, 2024 | 74.29% |
| July 31, 2024 | 74.29% |
| June 30, 2024 | 74.29% |
| May 31, 2024 | 74.29% |
| April 30, 2024 | 74.29% |
| March 31, 2024 | 74.29% |
| February 29, 2024 | 74.29% |
| January 31, 2024 | 74.29% |
| December 31, 2023 | 74.29% |
| November 30, 2023 | 74.29% |
| October 31, 2023 | 74.29% |
| September 30, 2023 | 74.29% |
| August 31, 2023 | 74.29% |
| July 31, 2023 | 74.29% |
| June 30, 2023 | 74.29% |
| May 31, 2023 | 74.29% |
| April 30, 2023 | 74.29% |
| March 31, 2023 | 74.29% |
| February 28, 2023 | 74.29% |
| January 31, 2023 | 74.29% |
| December 31, 2022 | 74.29% |
| November 30, 2022 | 74.29% |
| October 31, 2022 | 74.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.29% |
| August 31, 2022 | 74.29% |
| July 31, 2022 | 74.29% |
| June 30, 2022 | 74.29% |
| May 31, 2022 | 74.29% |
| April 30, 2022 | 74.17% |
| March 31, 2022 | 74.17% |
| February 28, 2022 | 74.17% |
| January 31, 2022 | 74.17% |
| December 31, 2021 | 74.17% |
| November 30, 2021 | 74.17% |
| October 31, 2021 | 74.17% |
| September 30, 2021 | 74.17% |
| August 31, 2021 | 74.17% |
| July 31, 2021 | 74.17% |
| June 30, 2021 | 74.17% |
| May 31, 2021 | 74.17% |
| April 30, 2021 | 74.17% |
| March 31, 2021 | 74.17% |
| February 28, 2021 | 74.17% |
| January 31, 2021 | 74.17% |
| December 31, 2020 | 74.17% |
| November 30, 2020 | 74.17% |
| October 31, 2020 | 74.17% |
| September 30, 2020 | 74.17% |
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
61.78%
Minimum
Nov 2019
74.29%
Maximum
May 2022
73.42%
Average
74.23%
Median
Max Drawdown (5Y) Benchmarks
| 3D Systems Corp | 96.60% |
| AstroNova Inc | 78.84% |
| Juniper Networks Inc | 40.99% |
| Transact Technologies Inc | 80.21% |
| GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.99 |
| Beta (5Y) | 1.485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.89% |
| Historical Sharpe Ratio (5Y) | -0.0146 |
| Historical Sortino (5Y) | -0.0272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |