inTest Corp (INTT)
11.23
+0.03
(+0.27%)
USD |
NYAM |
Apr 25, 16:00
11.26
+0.03
(+0.27%)
After-Hours: 20:00
inTest Max Drawdown (5Y): 77.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.88% |
February 29, 2024 | 77.88% |
January 31, 2024 | 77.88% |
December 31, 2023 | 77.88% |
November 30, 2023 | 77.88% |
October 31, 2023 | 77.88% |
September 30, 2023 | 77.88% |
August 31, 2023 | 77.88% |
July 31, 2023 | 77.88% |
June 30, 2023 | 77.88% |
May 31, 2023 | 77.88% |
April 30, 2023 | 77.88% |
March 31, 2023 | 77.88% |
February 28, 2023 | 77.88% |
January 31, 2023 | 77.88% |
December 31, 2022 | 77.88% |
November 30, 2022 | 77.88% |
October 31, 2022 | 77.88% |
September 30, 2022 | 77.88% |
August 31, 2022 | 77.88% |
July 31, 2022 | 77.88% |
June 30, 2022 | 77.88% |
May 31, 2022 | 77.88% |
April 30, 2022 | 77.88% |
March 31, 2022 | 77.88% |
Date | Value |
---|---|
February 28, 2022 | 77.88% |
January 31, 2022 | 77.88% |
December 31, 2021 | 77.88% |
November 30, 2021 | 77.88% |
October 31, 2021 | 77.88% |
September 30, 2021 | 77.88% |
August 31, 2021 | 77.88% |
July 31, 2021 | 77.88% |
June 30, 2021 | 77.88% |
May 31, 2021 | 77.88% |
April 30, 2021 | 77.88% |
March 31, 2021 | 77.88% |
February 28, 2021 | 77.88% |
January 31, 2021 | 77.88% |
December 31, 2020 | 77.88% |
November 30, 2020 | 77.88% |
October 31, 2020 | 77.88% |
September 30, 2020 | 77.88% |
August 31, 2020 | 77.88% |
July 31, 2020 | 77.88% |
June 30, 2020 | 77.88% |
May 31, 2020 | 77.88% |
April 30, 2020 | 77.88% |
March 31, 2020 | 77.88% |
February 29, 2020 | 58.59% |
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
44.55%
Minimum
Apr 2019
77.88%
Maximum
Mar 2020
73.82%
Average
77.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amkor Technology Inc | 61.26% |
AXT Inc | 87.44% |
Entegris Inc | 59.32% |
IPG Photonics Corp | 68.47% |
KLA Corp | 40.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.16 |
Beta (5Y) | 1.970 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.45% |
Historical Sharpe Ratio (5Y) | 0.2009 |
Historical Sortino (5Y) | 0.35 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.87% |