Identiv Inc (INVE)
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Nov 21, 16:00
Identiv Max Drawdown (5Y): 89.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.59% |
| September 30, 2024 | 89.59% |
| August 31, 2024 | 89.59% |
| July 31, 2024 | 86.20% |
| June 30, 2024 | 85.85% |
| May 31, 2024 | 85.85% |
| April 30, 2024 | 83.02% |
| March 31, 2024 | 83.02% |
| February 29, 2024 | 83.02% |
| January 31, 2024 | 83.02% |
| December 31, 2023 | 83.02% |
| November 30, 2023 | 83.02% |
| October 31, 2023 | 82.00% |
| September 30, 2023 | 84.09% |
| August 31, 2023 | 84.09% |
| July 31, 2023 | 84.09% |
| June 30, 2023 | 84.09% |
| May 31, 2023 | 84.09% |
| April 30, 2023 | 84.09% |
| March 31, 2023 | 84.09% |
| February 28, 2023 | 84.09% |
| January 31, 2023 | 84.23% |
| December 31, 2022 | 84.23% |
| November 30, 2022 | 84.23% |
| October 31, 2022 | 84.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.04% |
| August 31, 2022 | 86.18% |
| July 31, 2022 | 86.18% |
| June 30, 2022 | 86.18% |
| May 31, 2022 | 86.18% |
| April 30, 2022 | 86.18% |
| March 31, 2022 | 86.18% |
| February 28, 2022 | 86.18% |
| January 31, 2022 | 86.18% |
| December 31, 2021 | 86.18% |
| November 30, 2021 | 86.18% |
| October 31, 2021 | 86.18% |
| September 30, 2021 | 89.58% |
| August 31, 2021 | 91.62% |
| July 31, 2021 | 91.83% |
| June 30, 2021 | 92.07% |
| May 31, 2021 | 92.63% |
| April 30, 2021 | 93.02% |
| March 31, 2021 | 93.14% |
| February 28, 2021 | 93.14% |
| January 31, 2021 | 93.14% |
| December 31, 2020 | 93.31% |
| November 30, 2020 | 97.08% |
| October 31, 2020 | 97.12% |
| September 30, 2020 | 97.12% |
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
82.00%
Minimum
Oct 2023
97.12%
Maximum
Nov 2019
88.94%
Average
86.18%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Armstrong World Industries Inc | 46.43% |
| Interface Inc | 77.98% |
| ADM Endeavors Inc | -- |
| Apogee Enterprises Inc | 74.60% |
| Southland Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.99 |
| Beta (5Y) | 1.349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.06% |
| Historical Sharpe Ratio (5Y) | -0.134 |
| Historical Sortino (5Y) | -0.2397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.48% |