Intrusion Inc (INTZ)
0.615
-0.02
(-2.38%)
USD |
NASDAQ |
Nov 21, 14:20
Intrusion Max Drawdown (5Y): 99.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.88% |
| September 30, 2024 | 99.86% |
| August 31, 2024 | 99.81% |
| July 31, 2024 | 99.81% |
| June 30, 2024 | 99.81% |
| May 31, 2024 | 99.73% |
| April 30, 2024 | 99.72% |
| March 31, 2024 | 99.51% |
| February 29, 2024 | 99.36% |
| January 31, 2024 | 99.22% |
| December 31, 2023 | 99.22% |
| November 30, 2023 | 98.96% |
| October 31, 2023 | 98.96% |
| September 30, 2023 | 98.87% |
| August 31, 2023 | 97.63% |
| July 31, 2023 | 96.64% |
| June 30, 2023 | 96.64% |
| May 31, 2023 | 96.64% |
| April 30, 2023 | 96.64% |
| March 31, 2023 | 96.00% |
| February 28, 2023 | 93.59% |
| January 31, 2023 | 93.59% |
| December 31, 2022 | 93.59% |
| November 30, 2022 | 93.59% |
| October 31, 2022 | 93.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.59% |
| August 31, 2022 | 93.59% |
| July 31, 2022 | 93.59% |
| June 30, 2022 | 93.59% |
| May 31, 2022 | 93.59% |
| April 30, 2022 | 93.59% |
| March 31, 2022 | 93.03% |
| February 28, 2022 | 92.33% |
| January 31, 2022 | 92.33% |
| December 31, 2021 | 92.33% |
| November 30, 2021 | 92.33% |
| October 31, 2021 | 94.00% |
| September 30, 2021 | 94.67% |
| August 31, 2021 | 94.67% |
| July 31, 2021 | 94.67% |
| June 30, 2021 | 94.67% |
| May 31, 2021 | 94.67% |
| April 30, 2021 | 94.67% |
| March 31, 2021 | 94.67% |
| February 28, 2021 | 94.67% |
| January 31, 2021 | 94.67% |
| December 31, 2020 | 94.67% |
| November 30, 2020 | 94.67% |
| October 31, 2020 | 94.67% |
| September 30, 2020 | 94.67% |
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
92.33%
Minimum
Nov 2021
99.88%
Maximum
Oct 2024
95.60%
Average
94.67%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.97 |
| Beta (5Y) | 0.5233 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.9% |
| Historical Sharpe Ratio (5Y) | -0.6301 |
| Historical Sortino (5Y) | -1.064 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.94% |