Exact Sciences Corp (EXAS)
63.38
+1.31
(+2.11%)
USD |
NASDAQ |
May 06, 16:00
62.12
-1.26
(-1.99%)
After-Hours: 20:00
Exact Sciences Max Drawdown (5Y): 80.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.42% |
| March 31, 2024 | 80.42% |
| February 29, 2024 | 80.42% |
| January 31, 2024 | 80.42% |
| December 31, 2023 | 80.42% |
| November 30, 2023 | 80.42% |
| October 31, 2023 | 80.42% |
| September 30, 2023 | 80.42% |
| August 31, 2023 | 80.42% |
| July 31, 2023 | 80.42% |
| June 30, 2023 | 80.42% |
| May 31, 2023 | 80.42% |
| April 30, 2023 | 80.42% |
| March 31, 2023 | 80.42% |
| February 28, 2023 | 80.42% |
| January 31, 2023 | 80.42% |
| December 31, 2022 | 80.42% |
| November 30, 2022 | 80.42% |
| October 31, 2022 | 80.42% |
| September 30, 2022 | 79.38% |
| August 31, 2022 | 77.07% |
| July 31, 2022 | 77.03% |
| June 30, 2022 | 77.03% |
| May 31, 2022 | 69.11% |
| April 30, 2022 | 69.06% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.06% |
| February 28, 2022 | 69.06% |
| January 31, 2022 | 69.06% |
| December 31, 2021 | 69.06% |
| November 30, 2021 | 69.06% |
| October 31, 2021 | 69.06% |
| September 30, 2021 | 69.06% |
| August 31, 2021 | 69.06% |
| July 31, 2021 | 69.06% |
| June 30, 2021 | 69.06% |
| May 31, 2021 | 69.06% |
| April 30, 2021 | 69.06% |
| March 31, 2021 | 77.92% |
| February 28, 2021 | 82.48% |
| January 31, 2021 | 82.48% |
| December 31, 2020 | 82.48% |
| November 30, 2020 | 84.15% |
| October 31, 2020 | 84.15% |
| September 30, 2020 | 84.15% |
| August 31, 2020 | 84.15% |
| July 31, 2020 | 84.15% |
| June 30, 2020 | 84.15% |
| May 31, 2020 | 84.15% |
| April 30, 2020 | 84.15% |
| March 31, 2020 | 84.15% |
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
69.06%
Minimum
Apr 2021
84.15%
Maximum
May 2019
78.82%
Average
80.42%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Illumina Inc | 82.32% |
| Natera Inc | 77.74% |
| Guardant Health Inc | 91.03% |
| Quest Diagnostics Inc | 36.60% |
| Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.71 |
| Beta (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.72% |
| Historical Sharpe Ratio (5Y) | -0.203 |
| Historical Sortino (5Y) | -0.3876 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.29% |