Inotiv Inc (NOTV)
5.20
-0.22
(-4.06%)
USD |
NASDAQ |
Apr 18, 11:11
Inotiv Max Drawdown (5Y): 97.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.08% |
| February 29, 2024 | 97.08% |
| January 31, 2024 | 97.08% |
| December 31, 2023 | 97.08% |
| November 30, 2023 | 97.08% |
| October 31, 2023 | 96.70% |
| September 30, 2023 | 94.80% |
| August 31, 2023 | 94.58% |
| July 31, 2023 | 93.49% |
| June 30, 2023 | 93.49% |
| May 31, 2023 | 93.49% |
| April 30, 2023 | 93.49% |
| March 31, 2023 | 93.49% |
| February 28, 2023 | 93.49% |
| January 31, 2023 | 93.49% |
| December 31, 2022 | 93.49% |
| November 30, 2022 | 90.07% |
| October 31, 2022 | 83.48% |
| September 30, 2022 | 83.48% |
| August 31, 2022 | 83.48% |
| July 31, 2022 | 83.48% |
| June 30, 2022 | 83.48% |
| May 31, 2022 | 79.94% |
| April 30, 2022 | 75.38% |
| March 31, 2022 | 68.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.94% |
| January 31, 2022 | 64.85% |
| December 31, 2021 | 64.85% |
| November 30, 2021 | 74.85% |
| October 31, 2021 | 79.39% |
| September 30, 2021 | 79.39% |
| August 31, 2021 | 80.89% |
| July 31, 2021 | 80.89% |
| June 30, 2021 | 80.89% |
| May 31, 2021 | 80.89% |
| April 30, 2021 | 80.89% |
| March 31, 2021 | 80.89% |
| February 28, 2021 | 80.89% |
| January 31, 2021 | 80.89% |
| December 31, 2020 | 80.89% |
| November 30, 2020 | 80.89% |
| October 31, 2020 | 80.89% |
| September 30, 2020 | 80.89% |
| August 31, 2020 | 80.89% |
| July 31, 2020 | 80.89% |
| June 30, 2020 | 80.89% |
| May 31, 2020 | 80.89% |
| April 30, 2020 | 80.89% |
| March 31, 2020 | 80.89% |
| February 29, 2020 | 80.89% |
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
64.85%
Minimum
Dec 2021
97.08%
Maximum
Nov 2023
83.74%
Average
80.89%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Avid Bioservices Inc | 86.42% |
| Macrogenics Inc | 93.69% |
| Synlogic Inc | 98.86% |
| BioXcel Therapeutics Inc | 96.98% |
| IGM Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.714 |
| Beta (5Y) | 3.158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 117.2% |
| Historical Sharpe Ratio (5Y) | 0.3201 |
| Historical Sortino (5Y) | 0.6397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.71% |