Innospec Inc (IOSP)

109.64 +0.47 (+0.43%) USD  |  NASDAQ  |  Dec 20, 16:00
109.67 +0.03 (+0.03%) After-Hours: 20:00
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Innospec Max Drawdown (5Y): 42.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Balchem Corp 33.89%
Friedman Industries Inc 65.08%
Alto Ingredients Inc 98.30%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.77
Beta (5Y) 1.086
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.88%
Historical Sharpe Ratio (5Y) 0.0887
Historical Sortino (5Y) 0.1278
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.97%