CompuMed Inc (CMPD)
1.70
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
CompuMed Max Drawdown (5Y): 85.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.00% |
| March 31, 2024 | 83.20% |
| February 29, 2024 | 83.20% |
| January 31, 2024 | 83.20% |
| December 31, 2023 | 83.20% |
| November 30, 2023 | 83.20% |
| October 31, 2023 | 83.20% |
| September 30, 2023 | 83.20% |
| August 31, 2023 | 83.20% |
| July 31, 2023 | 83.20% |
| June 30, 2023 | 83.20% |
| May 31, 2023 | 80.20% |
| April 30, 2023 | 73.20% |
| March 31, 2023 | 73.20% |
| February 28, 2023 | 73.20% |
| January 31, 2023 | 73.20% |
| December 31, 2022 | 71.10% |
| November 30, 2022 | 71.10% |
| October 31, 2022 | 73.87% |
| September 30, 2022 | 84.48% |
| August 31, 2022 | 85.62% |
| July 31, 2022 | 85.62% |
| June 30, 2022 | 85.62% |
| May 31, 2022 | 86.21% |
| April 30, 2022 | 86.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.21% |
| February 28, 2022 | 86.21% |
| January 31, 2022 | 86.21% |
| December 31, 2021 | 86.21% |
| November 30, 2021 | 86.21% |
| October 31, 2021 | 86.21% |
| September 30, 2021 | 86.21% |
| August 31, 2021 | 86.21% |
| July 31, 2021 | 86.21% |
| June 30, 2021 | 86.21% |
| May 31, 2021 | 86.21% |
| April 30, 2021 | 86.21% |
| March 31, 2021 | 86.21% |
| February 28, 2021 | 86.21% |
| January 31, 2021 | 86.21% |
| December 31, 2020 | 86.21% |
| November 30, 2020 | 86.21% |
| October 31, 2020 | 86.21% |
| September 30, 2020 | 86.21% |
| August 31, 2020 | 86.21% |
| July 31, 2020 | 86.21% |
| June 30, 2020 | 86.21% |
| May 31, 2020 | 86.21% |
| April 30, 2020 | 86.21% |
| March 31, 2020 | 86.21% |
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
71.10%
Minimum
Nov 2022
86.21%
Maximum
May 2019
83.95%
Average
86.21%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 92.80% |
| Option Care Health Inc | 70.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.65 |
| Beta (5Y) | 0.2617 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.35% |
| Historical Sharpe Ratio (5Y) | -0.3249 |
| Historical Sortino (5Y) | -0.9005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.29% |