SI-BONE Inc (SIBN)
14.20
-0.41
(-2.81%)
USD |
NASDAQ |
May 03, 16:00
14.19
-0.01
(-0.07%)
After-Hours: 20:00
SI-BONE Max Drawdown (5Y): 68.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.77% |
March 31, 2024 | 68.77% |
February 29, 2024 | 68.77% |
January 31, 2024 | 68.77% |
December 31, 2023 | 68.77% |
November 30, 2023 | 68.77% |
October 31, 2023 | 68.77% |
September 30, 2023 | 68.77% |
August 31, 2023 | 68.77% |
July 31, 2023 | 68.77% |
June 30, 2023 | 68.77% |
May 31, 2023 | 68.77% |
April 30, 2023 | 68.77% |
March 31, 2023 | 68.77% |
February 28, 2023 | 68.77% |
January 31, 2023 | 68.77% |
December 31, 2022 | 68.77% |
November 30, 2022 | 68.77% |
October 31, 2022 | 66.49% |
September 30, 2022 | 66.49% |
August 31, 2022 | 66.49% |
July 31, 2022 | 66.49% |
June 30, 2022 | 66.49% |
May 31, 2022 | 66.49% |
April 30, 2022 | 63.12% |
Date | Value |
---|---|
March 31, 2022 | 63.12% |
February 28, 2022 | 63.12% |
January 31, 2022 | 63.12% |
December 31, 2021 | 63.12% |
November 30, 2021 | 63.12% |
October 31, 2021 | 63.12% |
September 30, 2021 | 63.12% |
August 31, 2021 | 63.12% |
July 31, 2021 | 63.12% |
June 30, 2021 | 63.12% |
May 31, 2021 | 63.12% |
April 30, 2021 | 63.12% |
March 31, 2021 | 63.12% |
February 28, 2021 | 63.12% |
January 31, 2021 | 63.12% |
December 31, 2020 | 63.12% |
November 30, 2020 | 63.12% |
October 31, 2020 | 63.12% |
September 30, 2020 | 63.12% |
August 31, 2020 | 63.12% |
July 31, 2020 | 63.12% |
June 30, 2020 | 63.12% |
May 31, 2020 | 63.12% |
April 30, 2020 | 63.12% |
March 31, 2020 | 63.12% |
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
32.30%
Minimum
May 2019
68.77%
Maximum
Nov 2022
60.02%
Average
63.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Conmed Corp | 65.69% |
TransMedics Group Inc | 73.69% |
Inari Medical Inc | -- |
Electromed Inc | 55.84% |
Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.38 |
Beta (5Y) | 1.245 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.39% |
Historical Sharpe Ratio (5Y) | -0.0976 |
Historical Sortino (5Y) | -0.1486 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.83% |