iRobot Corp (IRBT)
6.88
+0.04
(+0.58%)
USD |
NASDAQ |
Apr 25, 16:00
6.91
+0.03
(+0.44%)
Pre-Market: 08:41
iRobot Max Drawdown (5Y): 95.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 74.07% |
July 31, 2020 | 74.07% |
June 30, 2020 | 74.07% |
May 31, 2020 | 74.07% |
April 30, 2020 | 74.07% |
March 31, 2020 | 74.07% |
February 29, 2020 | 66.69% |
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
46.80%
Minimum
Apr 2019
95.15%
Maximum
Mar 2024
73.38%
Average
74.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amazon.com Inc | 56.15% |
Lucid Group Inc | -- |
Whirlpool Corp | 64.60% |
CarGurus Inc | 78.66% |
America's Car-Mart Inc | 70.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -54.38 |
Beta (5Y) | 0.9085 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.03% |
Historical Sharpe Ratio (5Y) | -0.6745 |
Historical Sortino (5Y) | -1.102 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.72% |