Issuer Direct Corp (ISDR)
11.64
+0.18
(+1.62%)
USD |
NYAM |
Apr 30, 16:00
11.64
0.00 (0.00%)
After-Hours: 19:08
Issuer Direct Max Drawdown (5Y): 64.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 64.21% |
February 29, 2024 | 58.00% |
January 31, 2024 | 58.00% |
December 31, 2023 | 58.00% |
November 30, 2023 | 58.00% |
October 31, 2023 | 58.00% |
September 30, 2023 | 58.00% |
August 31, 2023 | 58.00% |
July 31, 2023 | 58.00% |
June 30, 2023 | 58.00% |
May 31, 2023 | 58.00% |
April 30, 2023 | 58.00% |
March 31, 2023 | 58.00% |
February 28, 2023 | 58.00% |
January 31, 2023 | 58.00% |
December 31, 2022 | 58.00% |
November 30, 2022 | 58.00% |
October 31, 2022 | 58.00% |
September 30, 2022 | 58.00% |
August 31, 2022 | 58.00% |
July 31, 2022 | 58.00% |
June 30, 2022 | 58.00% |
May 31, 2022 | 58.00% |
April 30, 2022 | 58.00% |
March 31, 2022 | 58.00% |
Date | Value |
---|---|
February 28, 2022 | 58.00% |
January 31, 2022 | 58.00% |
December 31, 2021 | 58.00% |
November 30, 2021 | 58.00% |
October 31, 2021 | 58.00% |
September 30, 2021 | 58.00% |
August 31, 2021 | 58.00% |
July 31, 2021 | 58.00% |
June 30, 2021 | 58.00% |
May 31, 2021 | 58.00% |
April 30, 2021 | 58.00% |
March 31, 2021 | 58.00% |
February 28, 2021 | 58.00% |
January 31, 2021 | 58.00% |
December 31, 2020 | 60.25% |
November 30, 2020 | 61.04% |
October 31, 2020 | 61.20% |
September 30, 2020 | 61.20% |
August 31, 2020 | 61.20% |
July 31, 2020 | 61.20% |
June 30, 2020 | 61.20% |
May 31, 2020 | 61.20% |
April 30, 2020 | 61.20% |
March 31, 2020 | 61.20% |
February 29, 2020 | 61.20% |
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
58.00%
Minimum
Jan 2021
64.21%
Maximum
Mar 2024
59.21%
Average
58.00%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Ansys Inc | 51.28% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.34 |
Beta (5Y) | 0.8592 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.84% |
Historical Sharpe Ratio (5Y) | -0.0245 |
Historical Sortino (5Y) | -0.0514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.65% |