Surmodics Inc (SRDX)
32.49
-2.06
(-5.96%)
USD |
NASDAQ |
May 03, 16:00
32.57
+0.08
(+0.25%)
Pre-Market: 20:00
Surmodics Max Drawdown (5Y): 78.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.68% |
March 31, 2024 | 78.68% |
February 29, 2024 | 78.68% |
January 31, 2024 | 78.68% |
December 31, 2023 | 78.68% |
November 30, 2023 | 78.68% |
October 31, 2023 | 78.68% |
September 30, 2023 | 78.68% |
August 31, 2023 | 78.68% |
July 31, 2023 | 78.68% |
June 30, 2023 | 78.68% |
May 31, 2023 | 78.68% |
April 30, 2023 | 78.68% |
March 31, 2023 | 78.68% |
February 28, 2023 | 72.82% |
January 31, 2023 | 72.05% |
December 31, 2022 | 72.05% |
November 30, 2022 | 72.05% |
October 31, 2022 | 72.05% |
September 30, 2022 | 72.05% |
August 31, 2022 | 72.05% |
July 31, 2022 | 72.05% |
June 30, 2022 | 72.05% |
May 31, 2022 | 72.05% |
April 30, 2022 | 72.05% |
Date | Value |
---|---|
March 31, 2022 | 72.05% |
February 28, 2022 | 72.05% |
January 31, 2022 | 72.05% |
December 31, 2021 | 72.05% |
November 30, 2021 | 72.05% |
October 31, 2021 | 72.05% |
September 30, 2021 | 72.05% |
August 31, 2021 | 72.05% |
July 31, 2021 | 72.05% |
June 30, 2021 | 72.05% |
May 31, 2021 | 72.05% |
April 30, 2021 | 72.05% |
March 31, 2021 | 72.05% |
February 28, 2021 | 72.05% |
January 31, 2021 | 72.05% |
December 31, 2020 | 72.05% |
November 30, 2020 | 72.05% |
October 31, 2020 | 72.05% |
September 30, 2020 | 72.05% |
August 31, 2020 | 72.05% |
July 31, 2020 | 72.05% |
June 30, 2020 | 72.05% |
May 31, 2020 | 72.05% |
April 30, 2020 | 72.05% |
March 31, 2020 | 72.05% |
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
52.42%
Minimum
May 2019
78.68%
Maximum
Mar 2023
70.41%
Average
72.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boston Scientific Corp | 43.49% |
ResMed Inc | 53.98% |
Glaukos Corp | 69.57% |
Accuray Inc | 81.90% |
Alphatec Holdings Inc | 87.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.60 |
Beta (5Y) | 1.039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.34% |
Historical Sharpe Ratio (5Y) | -0.2436 |
Historical Sortino (5Y) | -0.454 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.32% |