Immersion Corp. (IMMR)
6.75
-0.02
(-0.30%)
USD |
NASDAQ |
Jul 14, 13:22
Immersion Max Drawdown (5Y) : 74.29% for June 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2026 | 74.29% |
| May 31, 2026 | 74.29% |
| April 30, 2026 | 74.29% |
| March 31, 2026 | 74.29% |
| February 28, 2026 | 74.29% |
| January 31, 2026 | 74.29% |
| December 31, 2025 | 74.29% |
| November 30, 2025 | 74.29% |
| October 31, 2025 | 74.29% |
| September 30, 2025 | 74.29% |
| August 31, 2025 | 74.29% |
| July 31, 2025 | 74.29% |
| June 30, 2025 | 74.29% |
| May 31, 2025 | 74.29% |
| April 30, 2025 | 74.29% |
| March 31, 2025 | 74.29% |
| February 28, 2025 | 74.29% |
| January 31, 2025 | 74.29% |
| December 31, 2024 | 74.29% |
| November 30, 2024 | 74.29% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
| TransAct Technologies, Inc. | 80.96% |
| AstroNova, Inc. | 61.57% |
| Socket Mobile, Inc. | 95.56% |
| Diebold Nixdorf, Inc. | -- |
| Sandisk Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.28 |
| Beta (5Y) | 1.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.55% |
| Historical Sharpe Ratio (5Y) | -0.1589 |
| Historical Sortino (5Y) | -0.2981 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.44% |