Innoviva Inc (INVA)
19.06
-0.09
(-0.47%)
USD |
NASDAQ |
Nov 21, 16:00
19.08
+0.02
(+0.08%)
After-Hours: 20:00
Innoviva Max Drawdown (5Y): 59.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.57% |
| September 30, 2024 | 59.57% |
| August 31, 2024 | 59.57% |
| July 31, 2024 | 59.57% |
| June 30, 2024 | 59.57% |
| May 31, 2024 | 59.57% |
| April 30, 2024 | 59.57% |
| March 31, 2024 | 59.57% |
| February 29, 2024 | 59.57% |
| January 31, 2024 | 62.11% |
| December 31, 2023 | 62.11% |
| November 30, 2023 | 62.11% |
| October 31, 2023 | 62.11% |
| September 30, 2023 | 62.91% |
| August 31, 2023 | 63.00% |
| July 31, 2023 | 65.17% |
| June 30, 2023 | 65.17% |
| May 31, 2023 | 66.09% |
| April 30, 2023 | 66.09% |
| March 31, 2023 | 66.09% |
| February 28, 2023 | 66.09% |
| January 31, 2023 | 66.09% |
| December 31, 2022 | 66.09% |
| November 30, 2022 | 67.88% |
| October 31, 2022 | 69.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.41% |
| August 31, 2022 | 70.41% |
| July 31, 2022 | 70.41% |
| June 30, 2022 | 70.41% |
| May 31, 2022 | 70.41% |
| April 30, 2022 | 71.14% |
| March 31, 2022 | 71.14% |
| February 28, 2022 | 71.14% |
| January 31, 2022 | 73.13% |
| December 31, 2021 | 73.69% |
| November 30, 2021 | 73.94% |
| October 31, 2021 | 76.36% |
| September 30, 2021 | 76.36% |
| 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 | 77.17% |
| October 31, 2020 | 77.75% |
| September 30, 2020 | 79.89% |
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
Feb 2024
82.89%
Maximum
Nov 2019
71.07%
Average
70.77%
Median
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.302 |
| Beta (5Y) | 0.5664 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.65% |
| Historical Sharpe Ratio (5Y) | 0.2638 |
| Historical Sortino (5Y) | 0.4091 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.55% |