Immersion Corp (IMMR)

9.09 +0.14 (+1.62%) USD  |  NASDAQ  |  Dec 20, 16:00
9.095 0.00 (0.00%) After-Hours: 20:00
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Immersion Max Drawdown (5Y): 74.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -15.71
Beta (5Y) 1.511
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.79%
Historical Sharpe Ratio (5Y) 0.0801
Historical Sortino (5Y) 0.1491
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.64%