Inspired Entertainment Inc (INSE)
9.95
-0.03
(-0.30%)
USD |
NASDAQ |
Nov 21, 16:00
9.96
+0.01
(+0.10%)
After-Hours: 20:00
Inspired Entertainment Max Drawdown (5Y): 86.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.03% |
| September 30, 2024 | 86.03% |
| August 31, 2024 | 86.03% |
| July 31, 2024 | 86.03% |
| June 30, 2024 | 86.03% |
| May 31, 2024 | 86.03% |
| April 30, 2024 | 86.03% |
| March 31, 2024 | 86.03% |
| February 29, 2024 | 86.03% |
| January 31, 2024 | 86.03% |
| December 31, 2023 | 86.03% |
| November 30, 2023 | 86.03% |
| October 31, 2023 | 86.03% |
| September 30, 2023 | 86.03% |
| August 31, 2023 | 86.03% |
| July 31, 2023 | 86.03% |
| June 30, 2023 | 86.03% |
| May 31, 2023 | 86.03% |
| April 30, 2023 | 86.03% |
| March 31, 2023 | 86.03% |
| February 28, 2023 | 86.03% |
| January 31, 2023 | 86.03% |
| December 31, 2022 | 86.03% |
| November 30, 2022 | 86.03% |
| October 31, 2022 | 86.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.03% |
| August 31, 2022 | 86.03% |
| July 31, 2022 | 86.03% |
| June 30, 2022 | 86.03% |
| May 31, 2022 | 86.03% |
| April 30, 2022 | 86.03% |
| March 31, 2022 | 86.03% |
| February 28, 2022 | 86.03% |
| January 31, 2022 | 86.03% |
| December 31, 2021 | 86.03% |
| November 30, 2021 | 86.03% |
| October 31, 2021 | 86.03% |
| September 30, 2021 | 86.03% |
| August 31, 2021 | 86.03% |
| July 31, 2021 | 86.03% |
| June 30, 2021 | 86.03% |
| May 31, 2021 | 86.03% |
| April 30, 2021 | 86.03% |
| March 31, 2021 | 86.03% |
| February 28, 2021 | 86.03% |
| January 31, 2021 | 86.03% |
| December 31, 2020 | 86.03% |
| November 30, 2020 | 86.03% |
| October 31, 2020 | 86.03% |
| September 30, 2020 | 86.03% |
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
66.47%
Minimum
Nov 2019
86.03%
Maximum
May 2020
84.57%
Average
86.03%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Light & Wonder Inc | 93.41% |
| Century Casinos Inc | 89.45% |
| DraftKings Inc | -- |
| SharpLink Gaming Inc | 99.60% |
| High Roller Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.04 |
| Beta (5Y) | 1.397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.06% |
| Historical Sharpe Ratio (5Y) | 0.046 |
| Historical Sortino (5Y) | 0.0825 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.51% |