Information Services Corp (ISV.TO)
27.59
-0.01
(-0.04%)
CAD |
TSX |
Nov 21, 16:00
Information Services Max Drawdown (5Y): 40.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.21% |
| September 30, 2024 | 40.21% |
| August 31, 2024 | 40.21% |
| July 31, 2024 | 40.21% |
| June 30, 2024 | 40.21% |
| May 31, 2024 | 40.21% |
| April 30, 2024 | 40.21% |
| March 31, 2024 | 40.21% |
| February 29, 2024 | 40.21% |
| January 31, 2024 | 40.21% |
| December 31, 2023 | 40.21% |
| November 30, 2023 | 40.21% |
| October 31, 2023 | 40.21% |
| September 30, 2023 | 40.21% |
| August 31, 2023 | 40.21% |
| July 31, 2023 | 40.21% |
| June 30, 2023 | 40.21% |
| May 31, 2023 | 40.21% |
| April 30, 2023 | 40.21% |
| March 31, 2023 | 40.21% |
| February 28, 2023 | 40.21% |
| January 31, 2023 | 40.21% |
| December 31, 2022 | 40.21% |
| November 30, 2022 | 40.21% |
| October 31, 2022 | 40.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.21% |
| August 31, 2022 | 40.21% |
| July 31, 2022 | 40.21% |
| June 30, 2022 | 39.89% |
| May 31, 2022 | 39.89% |
| April 30, 2022 | 35.89% |
| March 31, 2022 | 35.89% |
| February 28, 2022 | 31.54% |
| January 31, 2022 | 27.64% |
| December 31, 2021 | 27.64% |
| November 30, 2021 | 24.20% |
| October 31, 2021 | 24.20% |
| September 30, 2021 | 24.20% |
| August 31, 2021 | 24.20% |
| July 31, 2021 | 24.20% |
| June 30, 2021 | 24.20% |
| May 31, 2021 | 24.20% |
| April 30, 2021 | 24.20% |
| March 31, 2021 | 24.20% |
| February 28, 2021 | 24.20% |
| January 31, 2021 | 24.20% |
| December 31, 2020 | 25.04% |
| November 30, 2020 | 26.74% |
| October 31, 2020 | 26.74% |
| September 30, 2020 | 26.74% |
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
24.20%
Minimum
Jan 2021
40.21%
Maximum
Jul 2022
33.51%
Average
37.89%
Median
Max Drawdown (5Y) Benchmarks
| Calian Group Ltd | 37.11% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 97.40% |
| Newlox Gold Ventures Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.416 |
| Beta (5Y) | 0.5842 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.26% |
| Historical Sharpe Ratio (5Y) | 0.5223 |
| Historical Sortino (5Y) | 1.033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |