Cerus Corp (CERS)
1.52
-0.05
(-3.18%)
USD |
NASDAQ |
Nov 01, 16:00
1.57
+0.05
(+3.29%)
After-Hours: 20:00
Cerus Max Drawdown (5Y): 85.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.40% |
| September 30, 2024 | 85.40% |
| August 31, 2024 | 85.40% |
| July 31, 2024 | 85.40% |
| June 30, 2024 | 85.40% |
| May 31, 2024 | 85.40% |
| April 30, 2024 | 85.40% |
| March 31, 2024 | 85.40% |
| February 29, 2024 | 85.40% |
| January 31, 2024 | 85.40% |
| December 31, 2023 | 85.40% |
| November 30, 2023 | 85.40% |
| October 31, 2023 | 85.40% |
| September 30, 2023 | 82.48% |
| August 31, 2023 | 80.26% |
| July 31, 2023 | 79.09% |
| June 30, 2023 | 79.09% |
| May 31, 2023 | 79.09% |
| April 30, 2023 | 73.25% |
| March 31, 2023 | 69.04% |
| February 28, 2023 | 68.22% |
| January 31, 2023 | 68.22% |
| December 31, 2022 | 63.11% |
| November 30, 2022 | 63.11% |
| October 31, 2022 | 63.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.11% |
| August 31, 2022 | 63.77% |
| July 31, 2022 | 65.28% |
| June 30, 2022 | 68.80% |
| May 31, 2022 | 70.94% |
| April 30, 2022 | 72.96% |
| March 31, 2022 | 72.96% |
| February 28, 2022 | 74.59% |
| January 31, 2022 | 74.59% |
| December 31, 2021 | 74.59% |
| November 30, 2021 | 74.59% |
| October 31, 2021 | 74.59% |
| September 30, 2021 | 74.59% |
| August 31, 2021 | 74.59% |
| July 31, 2021 | 74.59% |
| June 30, 2021 | 74.59% |
| May 31, 2021 | 74.59% |
| April 30, 2021 | 74.59% |
| March 31, 2021 | 74.59% |
| February 28, 2021 | 74.59% |
| January 31, 2021 | 74.59% |
| December 31, 2020 | 74.59% |
| November 30, 2020 | 74.59% |
| October 31, 2020 | 74.59% |
| September 30, 2020 | 74.59% |
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
63.11%
Minimum
Sep 2022
85.40%
Maximum
Oct 2023
75.74%
Average
74.59%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Haemonetics Corp | 68.62% |
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| Xtant Medical Holdings Inc | 98.66% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.30 |
| Beta (5Y) | 1.201 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.23% |
| Historical Sharpe Ratio (5Y) | -0.37 |
| Historical Sortino (5Y) | -0.7013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.32% |