Innoviz Technologies Ltd. (INVZ)
0.335
0.00 (0.00%)
USD |
NASDAQ |
Aug 25, 15:19
Innoviz Technologies Max Drawdown (5Y) : 96.96% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 96.96% |
| June 30, 2026 | 96.96% |
| May 31, 2026 | 96.96% |
| April 30, 2026 | 96.96% |
| March 31, 2026 | 96.96% |
| February 28, 2026 | 96.96% |
| January 31, 2026 | 96.96% |
| December 31, 2025 | 96.96% |
| November 30, 2025 | 96.96% |
| October 31, 2025 | 96.96% |
| September 30, 2025 | 96.96% |
| August 31, 2025 | 96.96% |
| July 31, 2025 | 96.96% |
| June 30, 2025 | 96.96% |
| May 31, 2025 | 96.96% |
| April 30, 2025 | 96.96% |
| March 31, 2025 | 96.96% |
| February 28, 2025 | 96.96% |
| January 31, 2025 | 96.96% |
| December 31, 2024 | 96.96% |
| November 30, 2024 | 96.96% |
| October 31, 2024 | 96.69% |
| September 30, 2024 | 96.69% |
| August 31, 2024 | 96.06% |
| July 31, 2024 | 95.14% |
| Date | Value |
|---|---|
| June 30, 2024 | 94.62% |
| May 31, 2024 | 94.06% |
| April 30, 2024 | 94.06% |
| March 31, 2024 | 91.88% |
| February 29, 2024 | 91.56% |
| January 31, 2024 | 91.56% |
| December 31, 2023 | 91.56% |
| November 30, 2023 | 91.56% |
| October 31, 2023 | 91.56% |
| September 30, 2023 | 89.12% |
| August 31, 2023 | 87.03% |
| July 31, 2023 | 86.38% |
| June 30, 2023 | 86.38% |
| May 31, 2023 | 86.38% |
| April 30, 2023 | 84.38% |
| March 31, 2023 | 81.62% |
| February 28, 2023 | 81.62% |
| January 31, 2023 | 81.62% |
| December 31, 2022 | 81.62% |
| November 30, 2022 | 81.62% |
| October 31, 2022 | 81.62% |
| September 30, 2022 | 81.62% |
| August 31, 2022 | 81.62% |
| July 31, 2022 | 81.62% |
| June 30, 2022 | 81.62% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Ouster, Inc. | 98.01% |
| Gauzy Ltd. | -- |
| Aeva Technologies, Inc. | 97.71% |
| Eltek Ltd. | 65.71% |
| SIIX Corp. | 54.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.46 |
| Beta (5Y) | 1.512 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.8% |
| Historical Sharpe Ratio (5Y) | -0.4682 |
| Historical Sortino (5Y) | -1.282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.24% |