IZEA Worldwide Inc (IZEA)
2.93
+0.15
(+5.40%)
USD |
NASDAQ |
May 01, 16:00
2.93
0.00 (0.00%)
After-Hours: 20:00
IZEA Worldwide Max Drawdown (5Y): 98.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.66% |
| March 31, 2024 | 98.66% |
| February 29, 2024 | 98.66% |
| January 31, 2024 | 98.66% |
| December 31, 2023 | 98.66% |
| November 30, 2023 | 98.66% |
| October 31, 2023 | 98.66% |
| September 30, 2023 | 98.66% |
| August 31, 2023 | 98.66% |
| July 31, 2023 | 98.66% |
| June 30, 2023 | 98.66% |
| May 31, 2023 | 98.66% |
| April 30, 2023 | 98.66% |
| March 31, 2023 | 98.66% |
| February 28, 2023 | 98.66% |
| January 31, 2023 | 98.66% |
| December 31, 2022 | 98.66% |
| November 30, 2022 | 98.66% |
| October 31, 2022 | 98.66% |
| September 30, 2022 | 98.66% |
| August 31, 2022 | 98.66% |
| July 31, 2022 | 98.66% |
| June 30, 2022 | 98.66% |
| May 31, 2022 | 98.66% |
| April 30, 2022 | 98.66% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.66% |
| February 28, 2022 | 98.66% |
| January 31, 2022 | 98.66% |
| December 31, 2021 | 99.24% |
| November 30, 2021 | 99.24% |
| October 31, 2021 | 99.24% |
| September 30, 2021 | 99.32% |
| August 31, 2021 | 99.34% |
| July 31, 2021 | 99.34% |
| June 30, 2021 | 99.38% |
| May 31, 2021 | 99.38% |
| April 30, 2021 | 99.47% |
| March 31, 2021 | 99.69% |
| February 28, 2021 | 99.74% |
| January 31, 2021 | 99.84% |
| December 31, 2020 | 99.84% |
| November 30, 2020 | 99.84% |
| October 31, 2020 | 99.84% |
| September 30, 2020 | 99.84% |
| August 31, 2020 | 99.84% |
| July 31, 2020 | 99.84% |
| June 30, 2020 | 99.84% |
| May 31, 2020 | 99.84% |
| April 30, 2020 | 99.84% |
| March 31, 2020 | 99.84% |
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
98.66%
Minimum
Jan 2022
99.90%
Maximum
May 2019
99.22%
Average
99.24%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Angi Inc | 91.95% |
| Security First International Holdings Inc | 90.00% |
| Direct Digital Holdings Inc | -- |
| Lendway Inc | 84.04% |
| Inuvo Inc | 95.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.19 |
| Beta (5Y) | 1.773 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 173.2% |
| Historical Sharpe Ratio (5Y) | -0.0545 |
| Historical Sortino (5Y) | -0.26 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.23% |