Innodata Inc (INOD)
12.62
-0.23
(-1.79%)
USD |
NASDAQ |
May 31, 16:00
12.61
-0.01
(-0.08%)
After-Hours: 20:00
Innodata Max Drawdown (5Y): 74.44% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 74.44% |
April 30, 2024 | 74.44% |
March 31, 2024 | 74.44% |
February 29, 2024 | 74.44% |
January 31, 2024 | 74.44% |
December 31, 2023 | 74.44% |
November 30, 2023 | 74.44% |
October 31, 2023 | 74.44% |
September 30, 2023 | 74.44% |
August 31, 2023 | 74.44% |
July 31, 2023 | 74.44% |
June 30, 2023 | 74.44% |
May 31, 2023 | 74.44% |
April 30, 2023 | 74.44% |
March 31, 2023 | 74.44% |
February 28, 2023 | 74.44% |
January 31, 2023 | 74.44% |
December 31, 2022 | 74.44% |
November 30, 2022 | 74.35% |
October 31, 2022 | 74.35% |
September 30, 2022 | 74.35% |
August 31, 2022 | 77.16% |
July 31, 2022 | 77.16% |
June 30, 2022 | 77.16% |
May 31, 2022 | 77.16% |
Date | Value |
---|---|
April 30, 2022 | 77.16% |
March 31, 2022 | 77.16% |
February 28, 2022 | 77.27% |
January 31, 2022 | 77.27% |
December 31, 2021 | 77.27% |
November 30, 2021 | 77.27% |
October 31, 2021 | 77.27% |
September 30, 2021 | 77.27% |
August 31, 2021 | 77.27% |
July 31, 2021 | 77.27% |
June 30, 2021 | 77.27% |
May 31, 2021 | 77.27% |
April 30, 2021 | 77.27% |
March 31, 2021 | 77.27% |
February 28, 2021 | 77.27% |
January 31, 2021 | 77.27% |
December 31, 2020 | 77.27% |
November 30, 2020 | 77.27% |
October 31, 2020 | 77.27% |
September 30, 2020 | 77.27% |
August 31, 2020 | 77.27% |
July 31, 2020 | 77.27% |
June 30, 2020 | 77.27% |
May 31, 2020 | 77.27% |
April 30, 2020 | 77.27% |
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
74.35%
Minimum
Sep 2022
77.27%
Maximum
Jun 2019
76.27%
Average
77.27%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
LiveRamp Holdings Inc | 81.83% |
Lantronix Inc | 74.36% |
NCR Voyix Corp | 76.25% |
Pegasystems Inc | 79.20% |
Palo Alto Networks Inc | 47.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 33.84 |
Beta (5Y) | 2.221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.76% |
Historical Sharpe Ratio (5Y) | 0.6642 |
Historical Sortino (5Y) | 1.588 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.72% |