Orthofix Medical Inc (OFIX)
13.02
+0.02
(+0.15%)
USD |
NASDAQ |
May 01, 16:00
13.01
-0.01
(-0.08%)
After-Hours: 20:00
Orthofix Medical Max Drawdown (5Y): 85.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.69% |
March 31, 2024 | 85.69% |
February 29, 2024 | 85.69% |
January 31, 2024 | 85.69% |
December 31, 2023 | 85.69% |
November 30, 2023 | 85.69% |
October 31, 2023 | 84.30% |
September 30, 2023 | 81.69% |
August 31, 2023 | 78.84% |
July 31, 2023 | 78.84% |
June 30, 2023 | 78.84% |
May 31, 2023 | 78.84% |
April 30, 2023 | 78.84% |
March 31, 2023 | 78.84% |
February 28, 2023 | 78.84% |
January 31, 2023 | 78.84% |
December 31, 2022 | 78.84% |
November 30, 2022 | 78.84% |
October 31, 2022 | 78.84% |
September 30, 2022 | 71.78% |
August 31, 2022 | 70.61% |
July 31, 2022 | 66.43% |
June 30, 2022 | 66.43% |
May 31, 2022 | 66.43% |
April 30, 2022 | 66.43% |
Date | Value |
---|---|
March 31, 2022 | 66.43% |
February 28, 2022 | 66.43% |
January 31, 2022 | 66.43% |
December 31, 2021 | 66.43% |
November 30, 2021 | 66.43% |
October 31, 2021 | 66.43% |
September 30, 2021 | 66.43% |
August 31, 2021 | 66.43% |
July 31, 2021 | 66.43% |
June 30, 2021 | 66.43% |
May 31, 2021 | 66.43% |
April 30, 2021 | 66.43% |
March 31, 2021 | 66.43% |
February 28, 2021 | 66.43% |
January 31, 2021 | 66.43% |
December 31, 2020 | 66.43% |
November 30, 2020 | 66.43% |
October 31, 2020 | 66.43% |
September 30, 2020 | 66.43% |
August 31, 2020 | 66.43% |
July 31, 2020 | 66.43% |
June 30, 2020 | 66.43% |
May 31, 2020 | 66.43% |
April 30, 2020 | 66.43% |
March 31, 2020 | 66.43% |
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
37.94%
Minimum
Sep 2019
85.69%
Maximum
Nov 2023
66.85%
Average
66.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Stryker Corp | 43.80% |
Globus Medical Inc | 47.91% |
Paragon 28 Inc | -- |
ZimVie Inc | -- |
Perspective Therapeutics Inc | 91.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.89 |
Beta (5Y) | 1.062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.97% |
Historical Sharpe Ratio (5Y) | -0.6296 |
Historical Sortino (5Y) | -0.8524 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.17% |