Innovate Corp (VATE)
6.22
+1.40
(+29.05%)
USD |
NYSE |
Nov 22, 10:04
Innovate Max Drawdown (5Y): 98.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.68% |
| September 30, 2024 | 98.56% |
| August 31, 2024 | 98.39% |
| July 31, 2024 | 97.99% |
| June 30, 2024 | 97.84% |
| May 31, 2024 | 97.84% |
| 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% |
| Date | Value |
|---|---|
| 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 | 89.69% |
| March 31, 2022 | 89.69% |
| February 28, 2022 | 89.69% |
| January 31, 2022 | 89.69% |
| December 31, 2021 | 89.69% |
| November 30, 2021 | 89.69% |
| October 31, 2021 | 89.69% |
| September 30, 2021 | 89.69% |
| August 31, 2021 | 89.69% |
| July 31, 2021 | 89.69% |
| June 30, 2021 | 89.69% |
| May 31, 2021 | 89.69% |
| April 30, 2021 | 89.69% |
| March 31, 2021 | 89.69% |
| February 28, 2021 | 89.69% |
| January 31, 2021 | 89.69% |
| December 31, 2020 | 89.69% |
| November 30, 2020 | 89.69% |
| October 31, 2020 | 89.69% |
| September 30, 2020 | 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
85.26%
Minimum
Nov 2019
98.68%
Maximum
Oct 2024
93.01%
Average
90.20%
Median
Max Drawdown (5Y) Benchmarks
| Correlate Energy Corp | 96.96% |
| ParkVida Group Inc | 96.90% |
| Digital Locations Inc | 100.00% |
| Social Detention Inc | 99.58% |
| TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.28 |
| Beta (5Y) | 2.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.6% |
| Historical Sharpe Ratio (5Y) | -0.2475 |
| Historical Sortino (5Y) | -0.5336 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.30% |