IZEA Worldwide Inc (IZEA)
2.91
+0.02
(+0.69%)
USD |
NASDAQ |
Nov 22, 12:04
IZEA Worldwide Max Drawdown (5Y): 98.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.66% |
| September 30, 2024 | 98.66% |
| August 31, 2024 | 98.66% |
| July 31, 2024 | 98.66% |
| June 30, 2024 | 98.66% |
| May 31, 2024 | 98.66% |
| 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% |
| Date | Value |
|---|---|
| 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 | 99.34% |
| March 31, 2022 | 99.34% |
| February 28, 2022 | 99.41% |
| January 31, 2022 | 99.41% |
| December 31, 2021 | 99.41% |
| November 30, 2021 | 99.41% |
| October 31, 2021 | 99.52% |
| September 30, 2021 | 99.52% |
| August 31, 2021 | 99.53% |
| July 31, 2021 | 99.68% |
| June 30, 2021 | 99.73% |
| May 31, 2021 | 99.84% |
| April 30, 2021 | 99.86% |
| March 31, 2021 | 99.86% |
| February 28, 2021 | 99.86% |
| January 31, 2021 | 99.86% |
| December 31, 2020 | 99.86% |
| November 30, 2020 | 99.86% |
| October 31, 2020 | 99.86% |
| September 30, 2020 | 99.86% |
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
May 2022
99.90%
Maximum
Nov 2019
99.19%
Average
99.00%
Median
Max Drawdown (5Y) Benchmarks
| Angi Inc | 91.99% |
| Security First International Holdings Inc | 90.00% |
| Thumzup Media Corp | -- |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.329 |
| Beta (5Y) | 1.582 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 172.4% |
| Historical Sharpe Ratio (5Y) | 0.105 |
| Historical Sortino (5Y) | 0.4935 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.94% |