IF Bancorp Inc (IROQ)
21.17
-0.22
(-1.03%)
USD |
NASDAQ |
Nov 04, 16:00
21.21
+0.04
(+0.19%)
Pre-Market: 20:00
IF Bancorp Max Drawdown (5Y): 47.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.44% |
| September 30, 2024 | 47.44% |
| August 31, 2024 | 47.44% |
| July 31, 2024 | 47.44% |
| June 30, 2024 | 47.44% |
| May 31, 2024 | 47.44% |
| April 30, 2024 | 47.44% |
| March 31, 2024 | 47.44% |
| February 29, 2024 | 47.44% |
| January 31, 2024 | 47.44% |
| December 31, 2023 | 47.44% |
| November 30, 2023 | 47.44% |
| October 31, 2023 | 47.44% |
| September 30, 2023 | 47.44% |
| August 31, 2023 | 47.44% |
| July 31, 2023 | 47.44% |
| June 30, 2023 | 47.44% |
| May 31, 2023 | 46.20% |
| April 30, 2023 | 42.77% |
| March 31, 2023 | 41.12% |
| February 28, 2023 | 38.07% |
| January 31, 2023 | 38.07% |
| December 31, 2022 | 38.07% |
| November 30, 2022 | 38.07% |
| October 31, 2022 | 38.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.07% |
| August 31, 2022 | 38.07% |
| July 31, 2022 | 38.07% |
| June 30, 2022 | 38.07% |
| May 31, 2022 | 38.07% |
| April 30, 2022 | 38.07% |
| March 31, 2022 | 38.07% |
| February 28, 2022 | 38.07% |
| January 31, 2022 | 38.07% |
| December 31, 2021 | 38.07% |
| November 30, 2021 | 38.07% |
| October 31, 2021 | 38.07% |
| September 30, 2021 | 38.07% |
| August 31, 2021 | 38.07% |
| July 31, 2021 | 38.07% |
| June 30, 2021 | 38.07% |
| May 31, 2021 | 38.07% |
| April 30, 2021 | 38.07% |
| March 31, 2021 | 38.07% |
| February 28, 2021 | 38.07% |
| January 31, 2021 | 38.07% |
| December 31, 2020 | 38.07% |
| November 30, 2020 | 38.07% |
| October 31, 2020 | 38.07% |
| September 30, 2020 | 38.07% |
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
22.35%
Minimum
Nov 2019
47.44%
Maximum
Jun 2023
39.94%
Average
38.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Express Co | 49.64% |
| Credit Acceptance Corp | 56.93% |
| Consumer Portfolio Services Inc | 83.83% |
| CPI Card Group Inc | 99.04% |
| Sezzle Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.776 |
| Beta (5Y) | 0.5098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.94% |
| Historical Sharpe Ratio (5Y) | -0.0461 |
| Historical Sortino (5Y) | -0.0673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.32% |