Insignia Financial Ltd (IOOFF)
1.30
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Insignia Financial Max Drawdown (5Y): 72.81% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 72.81% |
| August 31, 2024 | 72.81% |
| July 31, 2024 | 72.81% |
| June 30, 2024 | 72.81% |
| May 31, 2024 | 72.81% |
| April 30, 2024 | 72.81% |
| March 31, 2024 | 72.81% |
| February 29, 2024 | 72.81% |
| January 31, 2024 | 72.81% |
| December 31, 2023 | 65.28% |
| November 30, 2023 | 65.28% |
| October 31, 2023 | 65.28% |
| September 30, 2023 | 64.18% |
| August 31, 2023 | 64.18% |
| July 31, 2023 | 64.11% |
| June 30, 2023 | 64.11% |
| May 31, 2023 | 64.11% |
| April 30, 2023 | 64.11% |
| March 31, 2023 | 64.11% |
| February 28, 2023 | 64.11% |
| January 31, 2023 | 64.11% |
| December 31, 2022 | 64.11% |
| November 30, 2022 | 64.11% |
| October 31, 2022 | 64.11% |
| September 30, 2022 | 60.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 60.00% |
| July 31, 2022 | 60.00% |
| June 30, 2022 | 60.00% |
| May 31, 2022 | 60.00% |
| April 30, 2022 | 60.00% |
| March 31, 2022 | 60.00% |
| February 28, 2022 | 60.00% |
| January 31, 2022 | 60.00% |
| December 31, 2021 | 60.00% |
| November 30, 2021 | 60.00% |
| October 31, 2021 | 60.00% |
| September 30, 2021 | 60.00% |
| August 31, 2021 | 60.00% |
| July 31, 2021 | 60.00% |
| June 30, 2021 | 60.00% |
| May 31, 2021 | 60.00% |
| April 30, 2021 | 60.00% |
| March 31, 2021 | 60.00% |
| February 28, 2021 | 60.00% |
| January 31, 2021 | 60.00% |
| December 31, 2020 | 60.00% |
| November 30, 2020 | 60.00% |
| October 31, 2020 | 60.00% |
| September 30, 2020 | 25.86% |
| August 31, 2020 | 25.86% |
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
25.86%
Minimum
Nov 2019
72.81%
Maximum
Jan 2024
56.70%
Average
60.00%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.33 |
| Beta (5Y) | 0.3808 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.98% |
| Historical Sharpe Ratio (5Y) | -0.587 |
| Historical Sortino (5Y) | -0.6091 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.69% |