inTest Corp (INTT)
7.79
+0.35
(+4.70%)
USD |
NYAM |
Nov 21, 16:00
7.73
-0.06
(-0.77%)
After-Hours: 20:00
inTest Max Drawdown (5Y): 77.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.88% |
| September 30, 2024 | 77.88% |
| August 31, 2024 | 77.88% |
| July 31, 2024 | 77.88% |
| June 30, 2024 | 77.88% |
| May 31, 2024 | 77.88% |
| April 30, 2024 | 77.88% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
58.59%
Minimum
Nov 2019
77.88%
Maximum
Mar 2020
76.59%
Average
77.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| FormFactor Inc | 64.42% |
| IPG Photonics Corp | 75.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.80 |
| Beta (5Y) | 1.921 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.47% |
| Historical Sharpe Ratio (5Y) | 0.093 |
| Historical Sortino (5Y) | 0.1577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.00% |