Innospec Inc (IOSP)
122.15
-0.80
(-0.65%)
USD |
NASDAQ |
Apr 24, 16:00
122.15
0.00 (0.00%)
After-Hours: 20:00
Innospec Max Drawdown (5Y): 42.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 42.73% |
| July 31, 2020 | 42.73% |
| June 30, 2020 | 42.73% |
| May 31, 2020 | 42.73% |
| April 30, 2020 | 42.73% |
| March 31, 2020 | 42.73% |
| February 29, 2020 | 29.72% |
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
Apr 2019
42.73%
Maximum
Mar 2020
40.35%
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 | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.876 |
| Beta (5Y) | 1.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.88% |
| Historical Sharpe Ratio (5Y) | 0.2755 |
| Historical Sortino (5Y) | 0.3911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.34% |