Insperity Inc (NSP)
106.63
+0.88
(+0.83%)
USD |
NYSE |
Apr 18, 10:04
Insperity Max Drawdown (5Y): 81.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.72% |
| February 29, 2024 | 81.72% |
| January 31, 2024 | 81.72% |
| December 31, 2023 | 81.72% |
| November 30, 2023 | 81.72% |
| October 31, 2023 | 81.72% |
| September 30, 2023 | 81.72% |
| August 31, 2023 | 81.72% |
| July 31, 2023 | 81.72% |
| June 30, 2023 | 81.72% |
| May 31, 2023 | 81.72% |
| April 30, 2023 | 81.72% |
| March 31, 2023 | 81.72% |
| February 28, 2023 | 81.72% |
| January 31, 2023 | 81.72% |
| December 31, 2022 | 81.72% |
| November 30, 2022 | 81.72% |
| October 31, 2022 | 81.72% |
| September 30, 2022 | 81.72% |
| August 31, 2022 | 81.72% |
| July 31, 2022 | 81.72% |
| June 30, 2022 | 81.72% |
| May 31, 2022 | 81.72% |
| April 30, 2022 | 81.72% |
| March 31, 2022 | 81.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.72% |
| January 31, 2022 | 81.72% |
| December 31, 2021 | 81.72% |
| November 30, 2021 | 81.72% |
| October 31, 2021 | 81.72% |
| September 30, 2021 | 81.72% |
| August 31, 2021 | 81.72% |
| July 31, 2021 | 81.72% |
| June 30, 2021 | 81.72% |
| May 31, 2021 | 81.72% |
| April 30, 2021 | 81.72% |
| March 31, 2021 | 81.72% |
| February 28, 2021 | 81.72% |
| January 31, 2021 | 81.72% |
| December 31, 2020 | 81.72% |
| November 30, 2020 | 81.72% |
| October 31, 2020 | 81.72% |
| September 30, 2020 | 81.72% |
| August 31, 2020 | 81.72% |
| July 31, 2020 | 81.72% |
| June 30, 2020 | 81.72% |
| May 31, 2020 | 81.72% |
| April 30, 2020 | 81.72% |
| March 31, 2020 | 81.72% |
| February 29, 2020 | 53.50% |
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
29.63%
Minimum
Apr 2019
81.72%
Maximum
Mar 2020
74.12%
Average
81.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Barrett Business Services Inc | 69.53% |
| ManpowerGroup Inc | 60.15% |
| TrueBlue Inc | 67.30% |
| Hudson Global Inc | 77.02% |
| Trinet Group Inc | 61.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.10 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.89% |
| Historical Sharpe Ratio (5Y) | -0.0473 |
| Historical Sortino (5Y) | -0.0552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.92% |