Veradigm Inc (MDRX)
8.00
+0.18
(+2.30%)
USD |
OTCM |
May 02, 14:31
Veradigm Max Drawdown (5Y): 74.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.06% |
| March 31, 2024 | 74.06% |
| February 29, 2024 | 74.06% |
| January 31, 2024 | 68.68% |
| December 31, 2023 | 68.68% |
| November 30, 2023 | 68.68% |
| October 31, 2023 | 68.68% |
| September 30, 2023 | 68.68% |
| August 31, 2023 | 68.68% |
| July 31, 2023 | 68.68% |
| June 30, 2023 | 68.68% |
| May 31, 2023 | 68.68% |
| April 30, 2023 | 68.68% |
| March 31, 2023 | 68.68% |
| February 28, 2023 | 68.68% |
| January 31, 2023 | 68.68% |
| December 31, 2022 | 68.68% |
| November 30, 2022 | 68.68% |
| October 31, 2022 | 68.68% |
| September 30, 2022 | 68.68% |
| August 31, 2022 | 68.68% |
| July 31, 2022 | 68.68% |
| June 30, 2022 | 68.68% |
| May 31, 2022 | 68.68% |
| April 30, 2022 | 68.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.68% |
| February 28, 2022 | 68.68% |
| January 31, 2022 | 68.68% |
| December 31, 2021 | 68.68% |
| November 30, 2021 | 68.68% |
| October 31, 2021 | 68.68% |
| September 30, 2021 | 68.68% |
| August 31, 2021 | 68.68% |
| July 31, 2021 | 68.68% |
| June 30, 2021 | 68.68% |
| May 31, 2021 | 68.68% |
| April 30, 2021 | 68.68% |
| March 31, 2021 | 68.68% |
| February 28, 2021 | 68.68% |
| January 31, 2021 | 68.68% |
| December 31, 2020 | 68.68% |
| November 30, 2020 | 68.68% |
| October 31, 2020 | 68.68% |
| September 30, 2020 | 68.68% |
| August 31, 2020 | 68.68% |
| July 31, 2020 | 68.68% |
| June 30, 2020 | 68.68% |
| May 31, 2020 | 68.68% |
| April 30, 2020 | 68.68% |
| March 31, 2020 | 68.68% |
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
55.53%
Minimum
May 2019
74.06%
Maximum
Feb 2024
66.76%
Average
68.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| LifeMD Inc | 96.24% |
| TruBridge Inc | 79.46% |
| Streamline Health Solutions Inc | 89.70% |
| PetMed Express Inc | 91.12% |
| LENZ Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.22 |
| Beta (5Y) | 0.631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.21% |
| Historical Sharpe Ratio (5Y) | -0.131 |
| Historical Sortino (5Y) | -0.2531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.79% |