Innovative Designs Inc (IVDN)
0.167
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Innovative Designs Max Drawdown (5Y): 96.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.29% |
March 31, 2024 | 96.63% |
February 29, 2024 | 96.63% |
January 31, 2024 | 97.84% |
December 31, 2023 | 97.84% |
November 30, 2023 | 97.84% |
October 31, 2023 | 97.84% |
September 30, 2023 | 97.84% |
August 31, 2023 | 97.84% |
July 31, 2023 | 97.84% |
June 30, 2023 | 97.84% |
May 31, 2023 | 97.84% |
April 30, 2023 | 97.84% |
March 31, 2023 | 97.84% |
February 28, 2023 | 97.84% |
January 31, 2023 | 97.84% |
December 31, 2022 | 97.84% |
November 30, 2022 | 97.84% |
October 31, 2022 | 97.84% |
September 30, 2022 | 97.84% |
August 31, 2022 | 97.84% |
July 31, 2022 | 97.84% |
June 30, 2022 | 97.84% |
May 31, 2022 | 97.84% |
April 30, 2022 | 97.84% |
Date | Value |
---|---|
March 31, 2022 | 97.84% |
February 28, 2022 | 97.84% |
January 31, 2022 | 97.84% |
December 31, 2021 | 97.84% |
November 30, 2021 | 97.84% |
October 31, 2021 | 97.84% |
September 30, 2021 | 97.84% |
August 31, 2021 | 97.84% |
July 31, 2021 | 97.84% |
June 30, 2021 | 97.84% |
May 31, 2021 | 97.84% |
April 30, 2021 | 97.84% |
March 31, 2021 | 97.84% |
February 28, 2021 | 97.84% |
January 31, 2021 | 97.84% |
December 31, 2020 | 97.84% |
November 30, 2020 | 97.84% |
October 31, 2020 | 97.84% |
September 30, 2020 | 97.84% |
August 31, 2020 | 97.84% |
July 31, 2020 | 97.84% |
June 30, 2020 | 97.84% |
May 31, 2020 | 97.84% |
April 30, 2020 | 97.84% |
March 31, 2020 | 97.84% |
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
96.29%
Minimum
Apr 2024
97.84%
Maximum
May 2019
97.78%
Average
97.84%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Citi Trends Inc | 86.52% |
Genesco Inc | 88.03% |
Hibbett Inc | 83.57% |
Stitch Fix Inc | 98.01% |
Children's Place Inc | 93.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.08 |
Beta (5Y) | -0.1137 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 180.8% |
Historical Sharpe Ratio (5Y) | 0.0764 |
Historical Sortino (5Y) | 0.3212 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |