Immersion Corp (IMMR)
9.34
0.00 (0.00%)
USD |
NASDAQ |
May 17, 16:00
9.34
0.00 (0.00%)
After-Hours: 20:00
Immersion Max Drawdown (5Y): 74.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.29% |
March 31, 2024 | 74.29% |
February 29, 2024 | 74.29% |
January 31, 2024 | 74.29% |
December 31, 2023 | 74.29% |
November 30, 2023 | 74.29% |
October 31, 2023 | 74.29% |
September 30, 2023 | 74.29% |
August 31, 2023 | 74.29% |
July 31, 2023 | 74.29% |
June 30, 2023 | 74.29% |
May 31, 2023 | 74.29% |
April 30, 2023 | 74.29% |
March 31, 2023 | 74.29% |
February 28, 2023 | 74.29% |
January 31, 2023 | 74.29% |
December 31, 2022 | 74.29% |
November 30, 2022 | 74.29% |
October 31, 2022 | 74.29% |
September 30, 2022 | 74.29% |
August 31, 2022 | 74.29% |
July 31, 2022 | 74.29% |
June 30, 2022 | 74.29% |
May 31, 2022 | 74.29% |
April 30, 2022 | 74.17% |
Date | Value |
---|---|
March 31, 2022 | 74.17% |
February 28, 2022 | 74.17% |
January 31, 2022 | 74.17% |
December 31, 2021 | 74.17% |
November 30, 2021 | 74.17% |
October 31, 2021 | 74.17% |
September 30, 2021 | 74.17% |
August 31, 2021 | 74.17% |
July 31, 2021 | 74.17% |
June 30, 2021 | 74.17% |
May 31, 2021 | 74.17% |
April 30, 2021 | 74.17% |
March 31, 2021 | 74.17% |
February 28, 2021 | 74.17% |
January 31, 2021 | 74.17% |
December 31, 2020 | 74.17% |
November 30, 2020 | 74.17% |
October 31, 2020 | 74.17% |
September 30, 2020 | 74.17% |
August 31, 2020 | 74.17% |
July 31, 2020 | 74.17% |
June 30, 2020 | 74.17% |
May 31, 2020 | 74.17% |
April 30, 2020 | 74.17% |
March 31, 2020 | 74.17% |
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
61.78%
Minimum
May 2019
74.29%
Maximum
May 2022
72.17%
Average
74.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AstroNova Inc | 78.84% |
Juniper Networks Inc | 40.99% |
Transact Technologies Inc | 80.21% |
Identiv Inc | 83.02% |
GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.61 |
Beta (5Y) | 1.459 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.30% |
Historical Sharpe Ratio (5Y) | -0.1216 |
Historical Sortino (5Y) | -0.2199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.83% |