Innoviva Inc (INVA)
15.26
+0.28
(+1.83%)
USD |
NASDAQ |
Apr 26, 16:00
15.26
0.00 (0.00%)
After-Hours: 18:02
Innoviva Max Drawdown (5Y): 59.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 59.57% |
February 29, 2024 | 59.57% |
January 31, 2024 | 59.57% |
December 31, 2023 | 59.57% |
November 30, 2023 | 59.57% |
October 31, 2023 | 59.57% |
September 30, 2023 | 59.57% |
August 31, 2023 | 59.57% |
July 31, 2023 | 62.91% |
June 30, 2023 | 62.91% |
May 31, 2023 | 63.79% |
April 30, 2023 | 64.33% |
March 31, 2023 | 65.66% |
February 28, 2023 | 65.66% |
January 31, 2023 | 65.66% |
December 31, 2022 | 65.66% |
November 30, 2022 | 65.66% |
October 31, 2022 | 65.66% |
September 30, 2022 | 67.88% |
August 31, 2022 | 69.25% |
July 31, 2022 | 70.41% |
June 30, 2022 | 70.41% |
May 31, 2022 | 70.41% |
April 30, 2022 | 70.41% |
March 31, 2022 | 70.41% |
Date | Value |
---|---|
February 28, 2022 | 71.14% |
January 31, 2022 | 71.14% |
December 31, 2021 | 71.14% |
November 30, 2021 | 73.26% |
October 31, 2021 | 73.69% |
September 30, 2021 | 73.94% |
August 31, 2021 | 76.36% |
July 31, 2021 | 76.36% |
June 30, 2021 | 76.36% |
May 31, 2021 | 76.36% |
April 30, 2021 | 76.36% |
March 31, 2021 | 76.36% |
February 28, 2021 | 76.36% |
January 31, 2021 | 76.36% |
December 31, 2020 | 76.36% |
November 30, 2020 | 76.36% |
October 31, 2020 | 76.36% |
September 30, 2020 | 77.17% |
August 31, 2020 | 77.75% |
July 31, 2020 | 79.89% |
June 30, 2020 | 82.89% |
May 31, 2020 | 82.89% |
April 30, 2020 | 82.89% |
March 31, 2020 | 82.89% |
February 29, 2020 | 82.89% |
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
59.57%
Minimum
Aug 2023
82.89%
Maximum
Apr 2019
72.77%
Average
73.81%
Median
Max Drawdown (5Y) Benchmarks
NovaBay Pharmaceuticals Inc | 99.90% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.779 |
Beta (5Y) | 0.5708 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.50% |
Historical Sharpe Ratio (5Y) | -0.0095 |
Historical Sortino (5Y) | -0.0153 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.45% |