CareDx Inc (CDNA)
15.60
+0.10
(+0.65%)
USD |
NASDAQ |
May 20, 15:33
CareDx Max Drawdown (5Y): 94.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.87% |
March 31, 2024 | 94.87% |
February 29, 2024 | 94.87% |
January 31, 2024 | 94.87% |
December 31, 2023 | 94.87% |
November 30, 2023 | 94.87% |
October 31, 2023 | 94.87% |
September 30, 2023 | 92.68% |
August 31, 2023 | 92.04% |
July 31, 2023 | 92.04% |
June 30, 2023 | 92.04% |
May 31, 2023 | 92.04% |
April 30, 2023 | 91.86% |
March 31, 2023 | 90.76% |
February 28, 2023 | 88.62% |
January 31, 2023 | 88.62% |
December 31, 2022 | 88.62% |
November 30, 2022 | 87.38% |
October 31, 2022 | 83.85% |
September 30, 2022 | 83.20% |
August 31, 2022 | 79.58% |
July 31, 2022 | 78.57% |
June 30, 2022 | 78.57% |
May 31, 2022 | 87.64% |
April 30, 2022 | 89.94% |
Date | Value |
---|---|
March 31, 2022 | 90.50% |
February 28, 2022 | 91.97% |
January 31, 2022 | 92.75% |
December 31, 2021 | 92.75% |
November 30, 2021 | 92.75% |
October 31, 2021 | 92.75% |
September 30, 2021 | 92.75% |
August 31, 2021 | 92.75% |
July 31, 2021 | 92.75% |
June 30, 2021 | 92.75% |
May 31, 2021 | 92.75% |
April 30, 2021 | 92.75% |
March 31, 2021 | 92.75% |
February 28, 2021 | 92.75% |
January 31, 2021 | 92.75% |
December 31, 2020 | 92.75% |
November 30, 2020 | 92.75% |
October 31, 2020 | 92.75% |
September 30, 2020 | 92.75% |
August 31, 2020 | 92.75% |
July 31, 2020 | 92.75% |
June 30, 2020 | 92.75% |
May 31, 2020 | 92.75% |
April 30, 2020 | 92.75% |
March 31, 2020 | 92.75% |
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
78.57%
Minimum
Jun 2022
94.87%
Maximum
Oct 2023
91.42%
Average
92.75%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Perspective Therapeutics Inc | 91.70% |
Electromed Inc | 55.84% |
Xtant Medical Holdings Inc | 98.66% |
Asensus Surgical Inc | 99.68% |
Senseonics Holdings Inc | 92.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.03 |
Beta (5Y) | 1.506 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.49% |
Historical Sharpe Ratio (5Y) | -0.3211 |
Historical Sortino (5Y) | -0.6444 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.16% |