Inventronics Ltd (IVX.V)
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May 16, 16:00
Inventronics Max Drawdown (5Y): 83.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.25% |
| March 31, 2024 | 81.94% |
| February 29, 2024 | 81.94% |
| January 31, 2024 | 81.94% |
| December 31, 2023 | 81.94% |
| November 30, 2023 | 76.71% |
| October 31, 2023 | 76.00% |
| September 30, 2023 | 76.00% |
| August 31, 2023 | 76.00% |
| July 31, 2023 | 76.00% |
| June 30, 2023 | 82.35% |
| May 31, 2023 | 82.35% |
| April 30, 2023 | 82.35% |
| March 31, 2023 | 82.35% |
| February 28, 2023 | 82.35% |
| January 31, 2023 | 82.35% |
| December 31, 2022 | 82.35% |
| November 30, 2022 | 82.35% |
| October 31, 2022 | 82.35% |
| September 30, 2022 | 82.35% |
| August 31, 2022 | 82.35% |
| July 31, 2022 | 82.35% |
| June 30, 2022 | 82.35% |
| May 31, 2022 | 82.35% |
| April 30, 2022 | 82.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.35% |
| February 28, 2022 | 82.35% |
| January 31, 2022 | 82.35% |
| December 31, 2021 | 82.35% |
| November 30, 2021 | 82.35% |
| October 31, 2021 | 82.35% |
| September 30, 2021 | 82.35% |
| August 31, 2021 | 82.35% |
| July 31, 2021 | 82.35% |
| June 30, 2021 | 82.35% |
| May 31, 2021 | 85.29% |
| April 30, 2021 | 85.29% |
| March 31, 2021 | 85.29% |
| February 28, 2021 | 85.29% |
| January 31, 2021 | 85.29% |
| December 31, 2020 | 85.29% |
| November 30, 2020 | 85.29% |
| October 31, 2020 | 85.29% |
| September 30, 2020 | 85.29% |
| August 31, 2020 | 85.29% |
| July 31, 2020 | 85.29% |
| June 30, 2020 | 85.29% |
| May 31, 2020 | 85.29% |
| April 30, 2020 | 85.29% |
| March 31, 2020 | 85.29% |
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
76.00%
Minimum
Jul 2023
85.29%
Maximum
May 2019
83.05%
Average
82.35%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Hammond Power Solutions Inc | 54.03% |
| DynaCERT Inc | 93.55% |
| IBC Advanced Alloys Corp | 92.67% |
| Kelso Technologies Inc | 93.69% |
| Reko International Group Inc | 61.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 39.47 |
| Beta (5Y) | 0.5992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.8% |
| Historical Sharpe Ratio (5Y) | 0.3973 |
| Historical Sortino (5Y) | 1.100 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.38% |