Iveda Solutions Inc (IVDA)
2.29
+0.29
(+14.50%)
USD |
NASDAQ |
Nov 21, 16:00
2.36
+0.07
(+3.06%)
Pre-Market: 08:18
Iveda Solutions Max Drawdown (5Y): 99.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.05% |
| September 30, 2024 | 98.89% |
| August 31, 2024 | 98.39% |
| July 31, 2024 | 97.71% |
| June 30, 2024 | 97.32% |
| May 31, 2024 | 97.17% |
| April 30, 2024 | 97.17% |
| March 31, 2024 | 97.17% |
| February 29, 2024 | 97.17% |
| January 31, 2024 | 97.17% |
| December 31, 2023 | 97.17% |
| November 30, 2023 | 97.30% |
| October 31, 2023 | 97.30% |
| September 30, 2023 | 97.30% |
| August 31, 2023 | 97.30% |
| July 31, 2023 | 97.30% |
| June 30, 2023 | 97.30% |
| May 31, 2023 | 97.30% |
| April 30, 2023 | 97.30% |
| March 31, 2023 | 97.30% |
| February 28, 2023 | 97.30% |
| January 31, 2023 | 97.30% |
| December 31, 2022 | 97.30% |
| November 30, 2022 | 97.30% |
| October 31, 2022 | 97.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.30% |
| August 31, 2022 | 97.30% |
| July 31, 2022 | 97.30% |
| June 30, 2022 | 97.30% |
| May 31, 2022 | 97.30% |
| April 30, 2022 | 97.30% |
| March 31, 2022 | 97.30% |
| February 28, 2022 | 97.30% |
| January 31, 2022 | 97.30% |
| December 31, 2021 | 97.30% |
| November 30, 2021 | 97.30% |
| October 31, 2021 | 97.30% |
| September 30, 2021 | 97.30% |
| August 31, 2021 | 97.30% |
| July 31, 2021 | 97.30% |
| June 30, 2021 | 97.30% |
| May 31, 2021 | 97.30% |
| April 30, 2021 | 97.30% |
| March 31, 2021 | 97.30% |
| February 28, 2021 | 97.30% |
| January 31, 2021 | 97.30% |
| December 31, 2020 | 97.30% |
| November 30, 2020 | 97.30% |
| October 31, 2020 | 97.30% |
| September 30, 2020 | 97.30% |
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
97.17%
Minimum
Dec 2023
99.05%
Maximum
Oct 2024
97.37%
Average
97.30%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Compx International Inc | 43.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| VerifyMe Inc | 99.18% |
| BIO-key International Inc | 99.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.38 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.3% |
| Historical Sharpe Ratio (5Y) | -0.3212 |
| Historical Sortino (5Y) | -0.8098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.00% |