Iteris Inc (ITI)
4.50
-0.04
(-0.88%)
USD |
NASDAQ |
May 02, 13:17
Iteris Max Drawdown (5Y): 69.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.53% |
| March 31, 2024 | 69.53% |
| February 29, 2024 | 69.53% |
| January 31, 2024 | 69.53% |
| December 31, 2023 | 69.53% |
| November 30, 2023 | 69.53% |
| October 31, 2023 | 69.53% |
| September 30, 2023 | 69.53% |
| August 31, 2023 | 69.53% |
| July 31, 2023 | 69.53% |
| June 30, 2023 | 69.53% |
| May 31, 2023 | 69.53% |
| April 30, 2023 | 69.53% |
| March 31, 2023 | 69.53% |
| February 28, 2023 | 69.53% |
| January 31, 2023 | 69.53% |
| December 31, 2022 | 69.53% |
| November 30, 2022 | 69.53% |
| October 31, 2022 | 69.53% |
| September 30, 2022 | 69.53% |
| August 31, 2022 | 69.53% |
| July 31, 2022 | 69.53% |
| June 30, 2022 | 69.53% |
| May 31, 2022 | 69.53% |
| April 30, 2022 | 69.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.14% |
| February 28, 2022 | 68.14% |
| January 31, 2022 | 68.14% |
| December 31, 2021 | 68.14% |
| November 30, 2021 | 68.14% |
| October 31, 2021 | 68.14% |
| September 30, 2021 | 68.14% |
| August 31, 2021 | 68.14% |
| July 31, 2021 | 68.14% |
| June 30, 2021 | 68.14% |
| May 31, 2021 | 68.14% |
| April 30, 2021 | 68.14% |
| March 31, 2021 | 68.14% |
| February 28, 2021 | 68.14% |
| January 31, 2021 | 68.14% |
| December 31, 2020 | 68.14% |
| November 30, 2020 | 68.14% |
| October 31, 2020 | 68.14% |
| September 30, 2020 | 68.14% |
| August 31, 2020 | 68.14% |
| July 31, 2020 | 68.14% |
| June 30, 2020 | 68.14% |
| May 31, 2020 | 68.14% |
| April 30, 2020 | 68.14% |
| March 31, 2020 | 68.14% |
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
58.91%
Minimum
May 2019
69.53%
Maximum
Apr 2022
67.18%
Average
68.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adtran Holdings Inc | 82.00% |
| Cisco Systems Inc | 41.97% |
| Aviat Networks Inc | 68.58% |
| PowerFleet Inc | 80.88% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.093 |
| Beta (5Y) | 0.6893 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.37% |
| Historical Sharpe Ratio (5Y) | -0.0311 |
| Historical Sortino (5Y) | -0.052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.56% |