Insight Enterprises Inc (NSIT)
151.11
+1.16
(+0.77%)
USD |
NASDAQ |
Nov 22, 16:00
151.00
-0.11
(-0.07%)
After-Hours: 20:00
Insight Enterprises Max Drawdown (5Y): 55.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.10% |
| September 30, 2024 | 55.10% |
| August 31, 2024 | 55.10% |
| July 31, 2024 | 55.10% |
| June 30, 2024 | 55.10% |
| May 31, 2024 | 55.10% |
| April 30, 2024 | 55.10% |
| March 31, 2024 | 55.10% |
| February 29, 2024 | 55.10% |
| January 31, 2024 | 55.10% |
| December 31, 2023 | 55.10% |
| November 30, 2023 | 55.10% |
| October 31, 2023 | 55.10% |
| September 30, 2023 | 55.10% |
| August 31, 2023 | 55.10% |
| July 31, 2023 | 55.10% |
| June 30, 2023 | 55.10% |
| May 31, 2023 | 55.10% |
| April 30, 2023 | 55.10% |
| March 31, 2023 | 55.10% |
| February 28, 2023 | 55.10% |
| January 31, 2023 | 55.10% |
| December 31, 2022 | 55.10% |
| November 30, 2022 | 55.10% |
| October 31, 2022 | 55.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.10% |
| August 31, 2022 | 55.10% |
| July 31, 2022 | 55.10% |
| June 30, 2022 | 55.10% |
| May 31, 2022 | 55.10% |
| April 30, 2022 | 55.10% |
| March 31, 2022 | 55.10% |
| February 28, 2022 | 55.10% |
| January 31, 2022 | 55.10% |
| December 31, 2021 | 55.10% |
| November 30, 2021 | 55.10% |
| October 31, 2021 | 55.10% |
| September 30, 2021 | 55.10% |
| August 31, 2021 | 55.10% |
| July 31, 2021 | 55.10% |
| June 30, 2021 | 55.10% |
| May 31, 2021 | 55.10% |
| April 30, 2021 | 55.10% |
| March 31, 2021 | 55.10% |
| February 28, 2021 | 55.10% |
| January 31, 2021 | 55.10% |
| December 31, 2020 | 55.10% |
| November 30, 2020 | 55.10% |
| October 31, 2020 | 55.10% |
| September 30, 2020 | 55.10% |
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
33.55%
Minimum
Nov 2019
55.10%
Maximum
Mar 2020
53.67%
Average
55.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tianci International Inc | 99.88% |
| Klegg Electronics Inc | 99.99% |
| Inuvo Inc | 95.07% |
| WidePoint Corp | 88.89% |
| Castellum Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.883 |
| Beta (5Y) | 1.476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.80% |
| Historical Sharpe Ratio (5Y) | 0.6017 |
| Historical Sortino (5Y) | 0.8502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.36% |