iRobot Corp (IRBT)
6.91
+0.16
(+2.37%)
USD |
NASDAQ |
Nov 07, 10:52
iRobot Max Drawdown (5Y): 96.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.30% |
| September 30, 2024 | 96.30% |
| August 31, 2024 | 95.82% |
| July 31, 2024 | 95.82% |
| June 30, 2024 | 95.82% |
| May 31, 2024 | 95.82% |
| April 30, 2024 | 95.82% |
| March 31, 2024 | 95.15% |
| February 29, 2024 | 92.99% |
| January 31, 2024 | 91.56% |
| December 31, 2023 | 82.32% |
| November 30, 2023 | 82.32% |
| October 31, 2023 | 80.27% |
| September 30, 2023 | 80.27% |
| August 31, 2023 | 80.27% |
| July 31, 2023 | 80.27% |
| June 30, 2023 | 80.27% |
| May 31, 2023 | 80.27% |
| April 30, 2023 | 77.33% |
| March 31, 2023 | 77.33% |
| February 28, 2023 | 77.33% |
| January 31, 2023 | 77.33% |
| December 31, 2022 | 77.33% |
| November 30, 2022 | 77.33% |
| October 31, 2022 | 77.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.33% |
| August 31, 2022 | 77.33% |
| July 31, 2022 | 77.33% |
| June 30, 2022 | 77.20% |
| May 31, 2022 | 74.07% |
| April 30, 2022 | 74.07% |
| March 31, 2022 | 74.07% |
| February 28, 2022 | 74.07% |
| January 31, 2022 | 74.07% |
| December 31, 2021 | 74.07% |
| November 30, 2021 | 74.07% |
| October 31, 2021 | 74.07% |
| September 30, 2021 | 74.07% |
| August 31, 2021 | 74.07% |
| July 31, 2021 | 74.07% |
| June 30, 2021 | 74.07% |
| May 31, 2021 | 74.07% |
| April 30, 2021 | 74.07% |
| March 31, 2021 | 74.07% |
| February 28, 2021 | 74.07% |
| January 31, 2021 | 74.07% |
| December 31, 2020 | 74.07% |
| November 30, 2020 | 74.07% |
| October 31, 2020 | 74.07% |
| September 30, 2020 | 74.07% |
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
66.69%
Minimum
Nov 2019
96.30%
Maximum
Sep 2024
78.58%
Average
74.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Whirlpool Corp | 64.60% |
| Flanigan'S Enterprises Inc | 69.97% |
| DSS Inc | 99.80% |
| Envela Corp | 61.53% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.37 |
| Beta (5Y) | 0.8602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.51% |
| Historical Sharpe Ratio (5Y) | -0.4632 |
| Historical Sortino (5Y) | -0.7765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.23% |