Inverite Insights Inc (INVR.CX)
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Nov 05, 10:34
Inverite Insights Max Drawdown (5Y): 93.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.90% |
| August 31, 2024 | 93.90% |
| July 31, 2024 | 93.90% |
| June 30, 2024 | 93.90% |
| May 31, 2024 | 93.90% |
| April 30, 2024 | 93.90% |
| March 31, 2024 | 93.90% |
| February 29, 2024 | 93.90% |
| January 31, 2024 | 93.90% |
| December 31, 2023 | 93.90% |
| November 30, 2023 | 90.24% |
| October 31, 2023 | 90.24% |
| September 30, 2023 | 89.02% |
| August 31, 2023 | 89.02% |
| July 31, 2023 | 89.02% |
| June 30, 2023 | 89.02% |
| May 31, 2023 | 89.02% |
| April 30, 2023 | 85.37% |
| March 31, 2023 | 85.37% |
| February 28, 2023 | 85.37% |
| January 31, 2023 | 85.37% |
| December 31, 2022 | 84.15% |
| November 30, 2022 | 84.15% |
| October 31, 2022 | 81.71% |
| September 30, 2022 | 81.71% |
| Date | Value |
|---|---|
| August 31, 2022 | 81.71% |
| July 31, 2022 | 81.71% |
| June 30, 2022 | 79.27% |
| May 31, 2022 | 78.05% |
| April 30, 2022 | 76.83% |
| March 31, 2022 | 74.39% |
| February 28, 2022 | 73.17% |
| January 31, 2022 | 71.95% |
| December 31, 2021 | 71.95% |
| November 30, 2021 | 71.95% |
| October 31, 2021 | 71.95% |
| September 30, 2021 | 69.51% |
| August 31, 2021 | 63.41% |
| July 31, 2021 | 62.20% |
| June 30, 2021 | 58.62% |
| May 31, 2021 | 58.62% |
| April 30, 2021 | 58.62% |
| March 31, 2021 | 58.62% |
| February 28, 2021 | 58.62% |
| January 31, 2021 | 58.62% |
| December 31, 2020 | 58.62% |
| November 30, 2020 | 58.62% |
| October 31, 2020 | 58.62% |
| September 30, 2020 | 58.62% |
| August 31, 2020 | 58.62% |
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
43.86%
Minimum
Nov 2019
93.90%
Maximum
Dec 2023
74.05%
Average
76.83%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| First National Financial Corp | 53.66% |
| Chesswood Group Ltd | 93.59% |
| MCAN Financial Group | 37.80% |
| Starrex International Ltd | 95.58% |
| Prophecy DeFi Inc | 99.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.14 |
| Beta (5Y) | 0.5244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.71% |
| Historical Sharpe Ratio (5Y) | -0.4173 |
| Historical Sortino (5Y) | -0.9135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.09% |