Information Services Corp (ISV.TO)
26.01
-0.50
(-1.89%)
CAD |
TSX |
May 01, 16:00
Information Services Max Drawdown (5Y): 40.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 26.74% |
July 31, 2020 | 26.74% |
June 30, 2020 | 27.67% |
May 31, 2020 | 27.67% |
April 30, 2020 | 27.67% |
March 31, 2020 | 27.67% |
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
32.26%
Average
27.67%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Bactech Environmental Corp | 96.43% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 98.70% |
Newlox Gold Ventures Corp | 85.83% |
ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.726 |
Beta (5Y) | 0.6129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.95% |
Historical Sharpe Ratio (5Y) | 0.4292 |
Historical Sortino (5Y) | 0.8332 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |