Identiv Inc (INVE)

3.70 +0.06 (+1.65%) USD  |  NASDAQ  |  Dec 20, 16:00
3.69 -0.01 (-0.27%) After-Hours: 20:00
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Identiv Max Drawdown (5Y): 89.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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) -26.51
Beta (5Y) 1.353
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 63.32%
Historical Sharpe Ratio (5Y) -0.1332
Historical Sortino (5Y) -0.2351
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.48%