Innovative Solutions and Support Inc (ISSC)
6.62
+0.16
(+2.48%)
USD |
NASDAQ |
Apr 29, 16:00
Innovative Solutions and Support Max Drawdown (5Y): 62.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.41% |
| February 29, 2024 | 62.41% |
| January 31, 2024 | 62.41% |
| December 31, 2023 | 63.98% |
| November 30, 2023 | 72.67% |
| October 31, 2023 | 73.18% |
| September 30, 2023 | 75.89% |
| August 31, 2023 | 75.89% |
| July 31, 2023 | 75.89% |
| June 30, 2023 | 75.89% |
| May 31, 2023 | 75.89% |
| April 30, 2023 | 75.89% |
| March 31, 2023 | 75.89% |
| February 28, 2023 | 75.89% |
| January 31, 2023 | 75.89% |
| December 31, 2022 | 75.89% |
| November 30, 2022 | 75.89% |
| October 31, 2022 | 75.89% |
| September 30, 2022 | 75.89% |
| August 31, 2022 | 75.89% |
| July 31, 2022 | 75.89% |
| June 30, 2022 | 75.89% |
| May 31, 2022 | 75.89% |
| April 30, 2022 | 75.89% |
| March 31, 2022 | 75.89% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.89% |
| January 31, 2022 | 75.89% |
| December 31, 2021 | 75.89% |
| November 30, 2021 | 75.89% |
| October 31, 2021 | 75.89% |
| September 30, 2021 | 75.89% |
| August 31, 2021 | 75.89% |
| July 31, 2021 | 75.89% |
| June 30, 2021 | 75.89% |
| May 31, 2021 | 75.89% |
| April 30, 2021 | 75.89% |
| March 31, 2021 | 75.89% |
| February 28, 2021 | 75.89% |
| January 31, 2021 | 75.89% |
| December 31, 2020 | 75.89% |
| November 30, 2020 | 75.89% |
| October 31, 2020 | 75.89% |
| September 30, 2020 | 75.89% |
| August 31, 2020 | 75.89% |
| July 31, 2020 | 75.89% |
| June 30, 2020 | 75.89% |
| May 31, 2020 | 75.89% |
| April 30, 2020 | 75.89% |
| March 31, 2020 | 75.89% |
| February 29, 2020 | 75.89% |
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
62.41%
Minimum
Jan 2024
75.89%
Maximum
Apr 2019
74.92%
Average
75.89%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Astronics Corp | 87.10% |
| CPI Aerostructures Inc | 92.55% |
| Woodward Inc | 60.61% |
| Air Industries Group | 93.83% |
| Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.523 |
| Beta (5Y) | 1.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.67% |
| Historical Sharpe Ratio (5Y) | 0.424 |
| Historical Sortino (5Y) | 0.6737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.27% |