IZON Network Inc (IZNN)
0.00
USD |
OTCM |
Nov 04, 16:00
IZON Network Max Drawdown (5Y): 100.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 100.00% |
August 31, 2024 | 100.00% |
July 31, 2024 | 100.00% |
June 30, 2024 | 100.00% |
May 31, 2024 | 100.00% |
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
Date | Value |
---|---|
August 31, 2022 | 100.00% |
July 31, 2022 | 100.00% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
April 30, 2022 | 98.48% |
March 31, 2022 | 98.48% |
February 28, 2022 | 98.48% |
January 31, 2022 | 98.48% |
December 31, 2021 | 98.48% |
November 30, 2021 | 98.48% |
October 31, 2021 | 98.48% |
September 30, 2021 | 98.48% |
August 31, 2021 | 98.38% |
July 31, 2021 | 98.38% |
June 30, 2021 | 98.58% |
May 31, 2021 | 98.82% |
April 30, 2021 | 98.82% |
March 31, 2021 | 98.87% |
February 28, 2021 | 98.87% |
January 31, 2021 | 98.87% |
December 31, 2020 | 99.52% |
November 30, 2020 | 99.53% |
October 31, 2020 | 99.53% |
September 30, 2020 | 99.54% |
August 31, 2020 | 99.58% |
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
98.38%
Minimum
Jul 2021
100.00%
Maximum
Jul 2022
99.56%
Average
99.99%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Adtran Holdings Inc | 82.00% |
Cisco Systems Inc | 41.97% |
Aviat Networks Inc | 68.58% |
Infinera Corp | 84.39% |
Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -107.95 |
Beta (5Y) | 2.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.07K% |
Historical Sharpe Ratio (5Y) | -0.074 |
Historical Sortino (5Y) | -0.9325 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |