Natera Inc (NTRA)
96.98
+3.26
(+3.48%)
USD |
NASDAQ |
May 03, 16:00
96.91
-0.07
(-0.07%)
After-Hours: 20:00
Natera Max Drawdown (5Y): 77.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.74% |
| March 31, 2024 | 77.74% |
| February 29, 2024 | 77.74% |
| January 31, 2024 | 77.74% |
| December 31, 2023 | 77.74% |
| November 30, 2023 | 77.74% |
| October 31, 2023 | 77.74% |
| September 30, 2023 | 77.74% |
| August 31, 2023 | 77.74% |
| July 31, 2023 | 77.74% |
| June 30, 2023 | 77.74% |
| May 31, 2023 | 77.74% |
| April 30, 2023 | 77.74% |
| March 31, 2023 | 77.74% |
| February 28, 2023 | 77.74% |
| January 31, 2023 | 77.74% |
| December 31, 2022 | 77.74% |
| November 30, 2022 | 77.74% |
| October 31, 2022 | 77.74% |
| September 30, 2022 | 77.74% |
| August 31, 2022 | 77.74% |
| July 31, 2022 | 77.74% |
| June 30, 2022 | 77.74% |
| May 31, 2022 | 77.74% |
| April 30, 2022 | 76.01% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.01% |
| February 28, 2022 | 64.73% |
| January 31, 2022 | 67.02% |
| December 31, 2021 | 67.02% |
| November 30, 2021 | 67.02% |
| October 31, 2021 | 67.02% |
| September 30, 2021 | 67.02% |
| August 31, 2021 | 67.02% |
| July 31, 2021 | 67.02% |
| June 30, 2021 | 67.02% |
| May 31, 2021 | 67.02% |
| April 30, 2021 | 67.02% |
| March 31, 2021 | 67.02% |
| February 28, 2021 | 67.02% |
| January 31, 2021 | 67.02% |
| December 31, 2020 | 67.02% |
| November 30, 2020 | 70.93% |
| October 31, 2020 | 70.93% |
| September 30, 2020 | 70.93% |
| August 31, 2020 | 70.93% |
| July 31, 2020 | 70.93% |
| June 30, 2020 | 70.93% |
| May 31, 2020 | 70.93% |
| April 30, 2020 | 70.93% |
| March 31, 2020 | 70.93% |
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
64.73%
Minimum
Feb 2022
77.74%
Maximum
May 2022
72.81%
Average
70.93%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Exact Sciences Corp | 80.42% |
| Mettler-Toledo International Inc | 43.47% |
| Danaher Corp | 36.61% |
| Illumina Inc | 82.32% |
| Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.73 |
| Beta (5Y) | 1.383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.30% |
| Historical Sharpe Ratio (5Y) | 0.6028 |
| Historical Sortino (5Y) | 1.004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.76% |