Inseego Corp (INSG)
16.64
-0.74
(-4.26%)
USD |
NASDAQ |
Nov 04, 16:00
16.63
-0.01
(-0.06%)
After-Hours: 20:00
Inseego Max Drawdown (5Y): 99.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.13% |
September 30, 2024 | 99.13% |
August 31, 2024 | 99.13% |
July 31, 2024 | 99.13% |
June 30, 2024 | 99.13% |
May 31, 2024 | 99.13% |
April 30, 2024 | 99.13% |
March 31, 2024 | 99.13% |
February 29, 2024 | 99.13% |
January 31, 2024 | 99.13% |
December 31, 2023 | 99.07% |
November 30, 2023 | 99.07% |
October 31, 2023 | 98.50% |
September 30, 2023 | 98.12% |
August 31, 2023 | 97.63% |
July 31, 2023 | 97.63% |
June 30, 2023 | 97.63% |
May 31, 2023 | 97.63% |
April 30, 2023 | 97.63% |
March 31, 2023 | 97.27% |
February 28, 2023 | 96.34% |
January 31, 2023 | 96.34% |
December 31, 2022 | 96.34% |
November 30, 2022 | 93.86% |
October 31, 2022 | 91.88% |
Date | Value |
---|---|
September 30, 2022 | 91.30% |
August 31, 2022 | 91.30% |
July 31, 2022 | 91.30% |
June 30, 2022 | 91.30% |
May 31, 2022 | 90.28% |
April 30, 2022 | 86.70% |
March 31, 2022 | 85.89% |
February 28, 2022 | 85.89% |
January 31, 2022 | 85.89% |
December 31, 2021 | 85.89% |
November 30, 2021 | 85.89% |
October 31, 2021 | 85.89% |
September 30, 2021 | 85.89% |
August 31, 2021 | 85.89% |
July 31, 2021 | 85.89% |
June 30, 2021 | 85.89% |
May 31, 2021 | 85.89% |
April 30, 2021 | 85.89% |
March 31, 2021 | 85.89% |
February 28, 2021 | 85.89% |
January 31, 2021 | 85.89% |
December 31, 2020 | 85.89% |
November 30, 2020 | 85.89% |
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
85.89%
Minimum
Nov 2020
99.13%
Maximum
Jan 2024
91.35%
Average
88.49%
Median
Max Drawdown (5Y) Benchmarks
Comtech Telecommunications Corp | 95.48% |
Harmonic Inc | 50.30% |
Viavi Solutions Inc | 62.88% |
KVH Industries Inc | 71.49% |
BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.68 |
Beta (5Y) | 1.596 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.3% |
Historical Sharpe Ratio (5Y) | -0.2035 |
Historical Sortino (5Y) | -0.584 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.17% |