INNOVATE Corp. (VATE)
7.18
-0.26
(-3.49%)
USD |
NYSE |
Oct 06, 15:54
INNOVATE Max Drawdown (5Y) : 92.99% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 92.99% |
| August 31, 2026 | 92.99% |
| July 31, 2026 | 92.99% |
| June 30, 2026 | 92.99% |
| May 31, 2026 | 92.99% |
| April 30, 2026 | 92.99% |
| March 31, 2026 | 92.99% |
| February 28, 2026 | 92.99% |
| January 31, 2026 | 92.99% |
| December 31, 2025 | 92.99% |
| November 30, 2025 | 92.99% |
| October 31, 2025 | 92.99% |
| September 30, 2025 | 92.99% |
| August 31, 2025 | 92.99% |
| July 31, 2025 | 92.99% |
| June 30, 2025 | 92.99% |
| May 31, 2025 | 92.99% |
| April 30, 2025 | 92.99% |
| March 31, 2025 | 92.99% |
| February 28, 2025 | 92.99% |
| January 31, 2025 | 92.99% |
| December 31, 2024 | 92.99% |
| November 30, 2024 | 92.99% |
| October 31, 2024 | 92.99% |
| September 30, 2024 | 92.35% |
| Date | Value |
|---|---|
| August 31, 2024 | 91.45% |
| July 31, 2024 | 90.37% |
| June 30, 2024 | 90.37% |
| May 31, 2024 | 90.37% |
| April 30, 2024 | 90.37% |
| March 31, 2024 | 90.37% |
| February 29, 2024 | 90.37% |
| January 31, 2024 | 90.37% |
| December 31, 2023 | 90.37% |
| November 30, 2023 | 90.37% |
| October 31, 2023 | 90.37% |
| September 30, 2023 | 90.37% |
| August 31, 2023 | 90.37% |
| July 31, 2023 | 90.37% |
| June 30, 2023 | 90.37% |
| May 31, 2023 | 90.37% |
| April 30, 2023 | 90.37% |
| March 31, 2023 | 90.37% |
| February 28, 2023 | 90.37% |
| January 31, 2023 | 90.37% |
| December 31, 2022 | 90.37% |
| November 30, 2022 | 90.37% |
| October 31, 2022 | 90.37% |
| September 30, 2022 | 89.94% |
| August 31, 2022 | 89.69% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Shimmick Corp. | -- |
| IES Holdings, Inc. | 54.28% |
| DBM Global, Inc. | 40.05% |
| Argan, Inc. | 55.48% |
| Dycom Industries, Inc. | 50.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.04 |
| Beta (5Y) | 2.430 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 122.0% |
| Historical Sharpe Ratio (5Y) | -0.2683 |
| Historical Sortino (5Y) | -0.7031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.29% |