Integrated Research Ltd. (IREHF)
0.20
0.00 (0.00%)
USD |
OTCM |
Oct 06, 16:00
Integrated Research Max Drawdown (5Y) : 92.24% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 92.24% |
| August 31, 2026 | 92.24% |
| July 31, 2026 | 92.24% |
| June 30, 2026 | 92.24% |
| May 31, 2026 | 92.24% |
| April 30, 2026 | 92.24% |
| March 31, 2026 | 92.24% |
| February 28, 2026 | 92.24% |
| January 31, 2026 | 92.24% |
| December 31, 2025 | 92.24% |
| November 30, 2025 | 92.24% |
| October 31, 2025 | 92.24% |
| September 30, 2025 | 92.10% |
| August 31, 2025 | 92.10% |
| July 31, 2025 | 92.10% |
| June 30, 2025 | 92.10% |
| May 31, 2025 | 92.10% |
| April 30, 2025 | 92.10% |
| March 31, 2025 | 92.10% |
| February 28, 2025 | 91.93% |
| January 31, 2025 | 91.93% |
| December 31, 2024 | 91.93% |
| November 30, 2024 | 91.93% |
| October 31, 2024 | 91.93% |
| September 30, 2024 | 91.93% |
| Date | Value |
|---|---|
| August 31, 2024 | 91.93% |
| July 31, 2024 | 91.93% |
| June 30, 2024 | 91.93% |
| May 31, 2024 | 91.93% |
| April 30, 2024 | 91.93% |
| March 31, 2024 | 91.93% |
| February 29, 2024 | 91.93% |
| January 31, 2024 | 91.93% |
| December 31, 2023 | 91.93% |
| November 30, 2023 | 91.93% |
| October 31, 2023 | 91.93% |
| September 30, 2023 | 91.93% |
| August 31, 2023 | 91.93% |
| July 31, 2023 | 91.93% |
| June 30, 2023 | 91.93% |
| May 31, 2023 | 91.93% |
| April 30, 2023 | 89.82% |
| March 31, 2023 | 89.82% |
| February 28, 2023 | 89.82% |
| January 31, 2023 | 89.82% |
| December 31, 2022 | 89.82% |
| November 30, 2022 | 89.82% |
| October 31, 2022 | 82.44% |
| September 30, 2022 | 82.44% |
| August 31, 2022 | 82.44% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Ai-Media Technologies Ltd. | -- |
| BrainChip Holdings Ltd. | 94.89% |
| SenSen Networks Ltd. | 99.52% |
| Agilysys, Inc. | 56.12% |
| Allot Ltd. | 93.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.49 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.29% |
| Historical Sharpe Ratio (5Y) | -0.7146 |
| Historical Sortino (5Y) | -0.9111 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.76% |