Issuer Direct Corp (ISDR)
9.766
+0.02
(+0.16%)
USD |
NYAM |
Nov 21, 16:00
9.80
+0.03
(+0.35%)
After-Hours: 20:00
Issuer Direct Max Drawdown (5Y): 76.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 76.34% |
August 31, 2024 | 76.34% |
July 31, 2024 | 76.34% |
June 30, 2024 | 76.34% |
May 31, 2024 | 71.21% |
April 30, 2024 | 64.52% |
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% |
Date | Value |
---|---|
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% |
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% |
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
76.34%
Maximum
Jun 2024
60.42%
Average
58.00%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
Logility Supply Chain Solutions Inc | 71.68% |
Inuvo Inc | 95.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.550 |
Beta (5Y) | 0.7445 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.17% |
Historical Sharpe Ratio (5Y) | 0.0133 |
Historical Sortino (5Y) | 0.0277 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.40% |