Helius Medical Technologies Inc (HSDT)
1.88
-0.54
(-22.31%)
USD |
NASDAQ |
May 07, 16:00
1.85
-0.03
(-1.60%)
After-Hours: 20:00
Helius Medical Technologies Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.97% |
| March 31, 2024 | 99.97% |
| February 29, 2024 | 99.97% |
| January 31, 2024 | 99.97% |
| December 31, 2023 | 99.97% |
| November 30, 2023 | 99.97% |
| October 31, 2023 | 99.97% |
| September 30, 2023 | 99.97% |
| August 31, 2023 | 99.97% |
| July 31, 2023 | 99.96% |
| June 30, 2023 | 99.96% |
| May 31, 2023 | 99.96% |
| April 30, 2023 | 99.96% |
| March 31, 2023 | 99.95% |
| February 28, 2023 | 99.95% |
| January 31, 2023 | 99.95% |
| December 31, 2022 | 99.95% |
| November 30, 2022 | 99.95% |
| October 31, 2022 | 99.95% |
| September 30, 2022 | 99.94% |
| August 31, 2022 | 99.93% |
| July 31, 2022 | 99.88% |
| June 30, 2022 | 99.84% |
| May 31, 2022 | 99.84% |
| April 30, 2022 | 99.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.56% |
| February 28, 2022 | 99.47% |
| January 31, 2022 | 99.47% |
| December 31, 2021 | 99.27% |
| November 30, 2021 | 99.03% |
| October 31, 2021 | 98.74% |
| September 30, 2021 | 98.74% |
| August 31, 2021 | 98.74% |
| July 31, 2021 | 98.74% |
| June 30, 2021 | 98.74% |
| May 31, 2021 | 98.74% |
| April 30, 2021 | 98.74% |
| March 31, 2021 | 98.74% |
| February 28, 2021 | 98.74% |
| January 31, 2021 | 98.74% |
| December 31, 2020 | 98.74% |
| November 30, 2020 | 98.74% |
| October 31, 2020 | 98.74% |
| September 30, 2020 | 98.74% |
| August 31, 2020 | 98.74% |
| July 31, 2020 | 98.74% |
| June 30, 2020 | 98.74% |
| May 31, 2020 | 98.74% |
| April 30, 2020 | 98.74% |
| March 31, 2020 | 98.49% |
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
90.46%
Minimum
May 2019
99.97%
Maximum
Aug 2023
98.48%
Average
98.89%
Median
Max Drawdown (5Y) Benchmarks
| ARCA biopharma Inc | 98.78% |
| Cerus Corp | 85.40% |
| NeuroOne Medical Technologies Corp | 98.03% |
| Perspective Therapeutics Inc | 91.70% |
| Electromed Inc | 55.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -95.08 |
| Beta (5Y) | 1.597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.4% |
| Historical Sharpe Ratio (5Y) | -0.7336 |
| Historical Sortino (5Y) | -1.339 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.41% |