Alphatec Holdings Inc (ATEC)
13.60
+0.32
(+2.37%)
USD |
NASDAQ |
May 07, 16:00
11.65
-1.95
(-14.34%)
After-Hours: 20:00
Alphatec Holdings Max Drawdown (5Y): 87.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.10% |
March 31, 2024 | 87.10% |
February 29, 2024 | 87.10% |
January 31, 2024 | 88.41% |
December 31, 2023 | 91.00% |
November 30, 2023 | 94.70% |
October 31, 2023 | 94.70% |
September 30, 2023 | 94.70% |
August 31, 2023 | 94.70% |
July 31, 2023 | 94.70% |
June 30, 2023 | 94.70% |
May 31, 2023 | 94.70% |
April 30, 2023 | 94.70% |
March 31, 2023 | 94.70% |
February 28, 2023 | 94.70% |
January 31, 2023 | 94.70% |
December 31, 2022 | 94.70% |
November 30, 2022 | 94.70% |
October 31, 2022 | 94.70% |
September 30, 2022 | 94.70% |
August 31, 2022 | 94.70% |
July 31, 2022 | 94.70% |
June 30, 2022 | 94.70% |
May 31, 2022 | 94.70% |
April 30, 2022 | 94.70% |
Date | Value |
---|---|
March 31, 2022 | 94.70% |
February 28, 2022 | 94.70% |
January 31, 2022 | 94.70% |
December 31, 2021 | 94.70% |
November 30, 2021 | 94.70% |
October 31, 2021 | 94.70% |
September 30, 2021 | 94.70% |
August 31, 2021 | 94.70% |
July 31, 2021 | 94.70% |
June 30, 2021 | 94.70% |
May 31, 2021 | 94.70% |
April 30, 2021 | 94.70% |
March 31, 2021 | 94.70% |
February 28, 2021 | 94.70% |
January 31, 2021 | 94.70% |
December 31, 2020 | 94.70% |
November 30, 2020 | 95.09% |
October 31, 2020 | 95.09% |
September 30, 2020 | 95.09% |
August 31, 2020 | 95.09% |
July 31, 2020 | 95.09% |
June 30, 2020 | 95.09% |
May 31, 2020 | 95.09% |
April 30, 2020 | 95.09% |
March 31, 2020 | 95.09% |
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
87.10%
Minimum
Feb 2024
95.09%
Maximum
May 2019
94.28%
Average
94.70%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Paragon 28 Inc | -- |
AtriCure Inc | 74.05% |
Intuitive Surgical Inc | 49.90% |
iRhythm Technologies Inc | 84.39% |
RxSight Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.823 |
Beta (5Y) | 1.476 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.83% |
Historical Sharpe Ratio (5Y) | 0.3661 |
Historical Sortino (5Y) | 0.5812 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.86% |