Innospec Inc (IOSP)
118.22
-0.03
(-0.03%)
USD |
NASDAQ |
Nov 21, 16:00
118.22
0.00 (0.00%)
After-Hours: 20:00
Innospec Max Drawdown (5Y): 42.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.73% |
| September 30, 2024 | 42.73% |
| August 31, 2024 | 42.73% |
| July 31, 2024 | 42.73% |
| June 30, 2024 | 42.73% |
| May 31, 2024 | 42.73% |
| April 30, 2024 | 42.73% |
| March 31, 2024 | 42.73% |
| February 29, 2024 | 42.73% |
| January 31, 2024 | 42.73% |
| December 31, 2023 | 42.73% |
| November 30, 2023 | 42.73% |
| October 31, 2023 | 42.73% |
| September 30, 2023 | 42.73% |
| August 31, 2023 | 42.73% |
| July 31, 2023 | 42.73% |
| June 30, 2023 | 42.73% |
| May 31, 2023 | 42.73% |
| April 30, 2023 | 42.73% |
| March 31, 2023 | 42.73% |
| February 28, 2023 | 42.73% |
| January 31, 2023 | 42.73% |
| December 31, 2022 | 42.73% |
| November 30, 2022 | 42.73% |
| October 31, 2022 | 42.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.73% |
| August 31, 2022 | 42.73% |
| July 31, 2022 | 42.73% |
| June 30, 2022 | 42.73% |
| May 31, 2022 | 42.73% |
| April 30, 2022 | 42.73% |
| March 31, 2022 | 42.73% |
| February 28, 2022 | 42.73% |
| January 31, 2022 | 42.73% |
| December 31, 2021 | 42.73% |
| November 30, 2021 | 42.73% |
| October 31, 2021 | 42.73% |
| September 30, 2021 | 42.73% |
| August 31, 2021 | 42.73% |
| July 31, 2021 | 42.73% |
| June 30, 2021 | 42.73% |
| May 31, 2021 | 42.73% |
| April 30, 2021 | 42.73% |
| March 31, 2021 | 42.73% |
| February 28, 2021 | 42.73% |
| January 31, 2021 | 42.73% |
| December 31, 2020 | 42.73% |
| November 30, 2020 | 42.73% |
| October 31, 2020 | 42.73% |
| September 30, 2020 | 42.73% |
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
29.72%
Minimum
Nov 2019
42.73%
Maximum
Mar 2020
41.86%
Average
42.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Balchem Corp | 33.89% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.63 |
| Beta (5Y) | 1.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.75% |
| Historical Sharpe Ratio (5Y) | 0.0749 |
| Historical Sortino (5Y) | 0.1074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |