Invitae Corp (NVTAQ)
0.002
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Invitae Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 99.98% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.33% |
| December 31, 2023 | 99.27% |
| November 30, 2023 | 99.27% |
| October 31, 2023 | 99.10% |
| September 30, 2023 | 98.95% |
| August 31, 2023 | 98.52% |
| July 31, 2023 | 98.17% |
| June 30, 2023 | 98.17% |
| May 31, 2023 | 98.17% |
| April 30, 2023 | 97.91% |
| March 31, 2023 | 97.91% |
| February 28, 2023 | 97.02% |
| January 31, 2023 | 97.02% |
| December 31, 2022 | 97.02% |
| November 30, 2022 | 96.69% |
| October 31, 2022 | 96.69% |
| September 30, 2022 | 96.69% |
| August 31, 2022 | 96.69% |
| July 31, 2022 | 96.69% |
| June 30, 2022 | 96.29% |
| May 31, 2022 | 94.08% |
| April 30, 2022 | 91.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.06% |
| February 28, 2022 | 85.05% |
| January 31, 2022 | 83.14% |
| December 31, 2021 | 78.32% |
| November 30, 2021 | 78.32% |
| October 31, 2021 | 78.32% |
| September 30, 2021 | 78.32% |
| August 31, 2021 | 78.32% |
| July 31, 2021 | 78.32% |
| June 30, 2021 | 78.32% |
| May 31, 2021 | 78.32% |
| April 30, 2021 | 78.32% |
| March 31, 2021 | 78.32% |
| February 28, 2021 | 78.32% |
| January 31, 2021 | 78.32% |
| December 31, 2020 | 78.32% |
| November 30, 2020 | 78.32% |
| October 31, 2020 | 78.32% |
| September 30, 2020 | 78.32% |
| August 31, 2020 | 78.32% |
| July 31, 2020 | 78.32% |
| June 30, 2020 | 78.32% |
| May 31, 2020 | 78.32% |
| April 30, 2020 | 78.32% |
| March 31, 2020 | 78.32% |
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
78.32%
Minimum
May 2019
100.00%
Maximum
Apr 2024
86.74%
Average
78.32%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Laboratory Corp of America Holdings | 46.58% |
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| CytoSorbents Corp | 93.16% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -105.67 |
| Beta (5Y) | 1.523 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.0% |
| Historical Sharpe Ratio (5Y) | -0.8444 |
| Historical Sortino (5Y) | -1.260 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.02% |