Inovalis Real Maximum Drawdown
| INO-UN Stock | | | CAD 0.80 -0.03 -3.61% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Inovalis Real's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
Inovalis Real carries a Maximum Drawdown of 12.51, consistent with a moderate peak-to-trough loss. This places Inovalis Real's drawdown exposure within the typical range for Stock.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 12.51 | |
| MAX | = | Maximum notation for the range of returns on Inovalis Real |
Maximum Drawdown Peers Comparison
Inovalis Real's Maximum Drawdown of 12.51 falls below the 26.96 peer average. Values range from 3.32 (Brookfield Off Prop) to 105.0 (Kadestone Capital Corp), with wide dispersion across the group. Inovalis Real's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Inovalis Real and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Inovalis Real's Maximum Drawdown of
12.51 runs about
1.00 times its Maximum Drawdown of
12.51 . The two measures are closely aligned in magnitude for Inovalis Real.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for Inovalis Real is 12.51. Maximum Drawdown for Inovalis Real is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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