I-ON Digital Corp (IONI)
0.35
+0.05
(+16.67%)
USD |
OTCM |
Apr 26, 16:00
I-ON Digital Max Drawdown (5Y): 98.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.75% |
February 29, 2024 | 98.75% |
January 31, 2024 | 98.75% |
December 31, 2023 | 98.75% |
November 30, 2023 | 98.75% |
October 31, 2023 | 98.75% |
September 30, 2023 | 98.75% |
August 31, 2023 | 98.75% |
July 31, 2023 | 98.75% |
June 30, 2023 | 98.75% |
May 31, 2023 | 98.75% |
April 30, 2023 | 98.75% |
March 31, 2023 | 98.75% |
February 28, 2023 | 98.75% |
January 31, 2023 | 98.75% |
December 31, 2022 | 98.75% |
November 30, 2022 | 98.75% |
October 31, 2022 | 98.75% |
September 30, 2022 | 98.75% |
August 31, 2022 | 98.75% |
July 31, 2022 | 98.75% |
June 30, 2022 | 98.75% |
May 31, 2022 | 98.75% |
April 30, 2022 | 98.75% |
March 31, 2022 | 98.75% |
Date | Value |
---|---|
February 28, 2022 | 98.75% |
January 31, 2022 | 98.75% |
December 31, 2021 | 98.75% |
November 30, 2021 | 98.75% |
October 31, 2021 | 98.75% |
September 30, 2021 | 98.75% |
August 31, 2021 | 98.75% |
July 31, 2021 | 98.75% |
June 30, 2021 | 98.75% |
May 31, 2021 | 98.75% |
April 30, 2021 | 98.75% |
March 31, 2021 | 98.75% |
February 28, 2021 | 98.75% |
January 31, 2021 | 98.75% |
December 31, 2020 | 98.75% |
November 30, 2020 | 98.75% |
October 31, 2020 | 98.75% |
September 30, 2020 | 98.75% |
August 31, 2020 | 98.75% |
July 31, 2020 | 98.75% |
June 30, 2020 | 98.75% |
May 31, 2020 | 98.75% |
April 30, 2020 | 98.75% |
March 31, 2020 | 98.60% |
February 29, 2020 | 98.60% |
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
97.95%
Minimum
Apr 2019
98.75%
Maximum
Apr 2020
98.68%
Average
98.75%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
ePlus Inc | 56.46% |
DecisionPoint Systems Inc | 99.70% |
Upland Software Inc | 95.53% |
Red Violet Inc | 76.08% |
Strong Global Entertainment Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.76 |
Beta (5Y) | 3.312 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 168.1% |
Historical Sharpe Ratio (5Y) | 0.0861 |
Historical Sortino (5Y) | 0.2997 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.33% |