Innovate Corp (VATE)
0.8468
+0.07
(+8.58%)
USD |
NYSE |
May 03, 16:00
0.845
0.00 (0.00%)
After-Hours: 20:00
Innovate Max Drawdown (5Y): 97.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.84% |
March 31, 2024 | 97.53% |
February 29, 2024 | 97.31% |
January 31, 2024 | 97.31% |
December 31, 2023 | 97.31% |
November 30, 2023 | 97.31% |
October 31, 2023 | 97.31% |
September 30, 2023 | 97.31% |
August 31, 2023 | 97.31% |
July 31, 2023 | 97.31% |
June 30, 2023 | 97.31% |
May 31, 2023 | 97.31% |
April 30, 2023 | 97.31% |
March 31, 2023 | 97.31% |
February 28, 2023 | 97.31% |
January 31, 2023 | 97.31% |
December 31, 2022 | 97.31% |
November 30, 2022 | 97.31% |
October 31, 2022 | 97.31% |
September 30, 2022 | 97.19% |
August 31, 2022 | 93.85% |
July 31, 2022 | 93.81% |
June 30, 2022 | 93.05% |
May 31, 2022 | 90.72% |
April 30, 2022 | 88.42% |
Date | Value |
---|---|
March 31, 2022 | 88.42% |
February 28, 2022 | 88.42% |
January 31, 2022 | 88.42% |
December 31, 2021 | 88.42% |
November 30, 2021 | 88.42% |
October 31, 2021 | 88.42% |
September 30, 2021 | 88.42% |
August 31, 2021 | 88.42% |
July 31, 2021 | 88.42% |
June 30, 2021 | 88.42% |
May 31, 2021 | 88.42% |
April 30, 2021 | 88.42% |
March 31, 2021 | 88.42% |
February 28, 2021 | 88.42% |
January 31, 2021 | 88.42% |
December 31, 2020 | 88.42% |
November 30, 2020 | 88.42% |
October 31, 2020 | 88.42% |
September 30, 2020 | 88.42% |
August 31, 2020 | 88.42% |
July 31, 2020 | 88.42% |
June 30, 2020 | 88.42% |
May 31, 2020 | 88.42% |
April 30, 2020 | 88.42% |
March 31, 2020 | 88.42% |
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
83.88%
Minimum
May 2019
97.84%
Maximum
Apr 2024
91.11%
Average
88.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JNS Holdings Corp | 94.06% |
Correlate Energy Corp | 96.96% |
ParkVida Group Inc | 96.90% |
Digital Locations Inc | 100.00% |
TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.38 |
Beta (5Y) | 2.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.5% |
Historical Sharpe Ratio (5Y) | -0.2105 |
Historical Sortino (5Y) | -0.4431 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.89% |