CryoPort Inc (CYRX)
16.38
+0.35
(+2.18%)
USD |
NASDAQ |
Apr 26, 16:00
16.38
0.00 (0.00%)
After-Hours: 20:00
CryoPort Max Drawdown (5Y): 88.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.99% |
| February 29, 2024 | 88.99% |
| January 31, 2024 | 88.99% |
| December 31, 2023 | 88.99% |
| November 30, 2023 | 88.99% |
| October 31, 2023 | 88.99% |
| September 30, 2023 | 84.96% |
| August 31, 2023 | 84.37% |
| July 31, 2023 | 82.47% |
| June 30, 2023 | 80.99% |
| May 31, 2023 | 80.99% |
| April 30, 2023 | 80.99% |
| March 31, 2023 | 80.99% |
| February 28, 2023 | 80.99% |
| January 31, 2023 | 80.99% |
| December 31, 2022 | 80.99% |
| November 30, 2022 | 80.99% |
| October 31, 2022 | 75.53% |
| September 30, 2022 | 75.53% |
| August 31, 2022 | 75.53% |
| July 31, 2022 | 75.53% |
| June 30, 2022 | 75.53% |
| May 31, 2022 | 75.53% |
| April 30, 2022 | 72.91% |
| March 31, 2022 | 67.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.39% |
| January 31, 2022 | 74.42% |
| December 31, 2021 | 75.64% |
| November 30, 2021 | 75.64% |
| October 31, 2021 | 75.64% |
| September 30, 2021 | 75.64% |
| August 31, 2021 | 75.64% |
| July 31, 2021 | 77.82% |
| June 30, 2021 | 77.82% |
| May 31, 2021 | 77.82% |
| April 30, 2021 | 79.76% |
| March 31, 2021 | 81.70% |
| February 28, 2021 | 81.70% |
| January 31, 2021 | 81.70% |
| December 31, 2020 | 82.79% |
| November 30, 2020 | 87.08% |
| October 31, 2020 | 87.08% |
| September 30, 2020 | 87.08% |
| August 31, 2020 | 87.08% |
| July 31, 2020 | 87.08% |
| June 30, 2020 | 87.08% |
| May 31, 2020 | 87.08% |
| April 30, 2020 | 87.08% |
| March 31, 2020 | 87.08% |
| February 29, 2020 | 87.08% |
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
67.60%
Minimum
Mar 2022
96.11%
Maximum
Apr 2019
83.12%
Average
82.08%
Median
Max Drawdown (5Y) Benchmarks
| ArcBest Corp | 67.84% |
| Covenant Logistics Group Inc | 80.48% |
| Heartland Express Inc | 47.87% |
| JB Hunt Transport Services Inc | 41.43% |
| Landstar System Inc | 30.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.35 |
| Beta (5Y) | 1.597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.31% |
| Historical Sharpe Ratio (5Y) | 0.0669 |
| Historical Sortino (5Y) | 0.1396 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.37% |