DermTech Inc (DMTKQ)
0.0000
USD |
OTCM |
Nov 14, 11:03
DermTech Max Drawdown (5Y): 100.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 100.00% |
| September 30, 2024 | 99.99% |
| August 31, 2024 | 99.99% |
| July 31, 2024 | 99.93% |
| June 30, 2024 | 99.88% |
| May 31, 2024 | 99.60% |
| April 30, 2024 | 99.27% |
| March 31, 2024 | 99.19% |
| February 29, 2024 | 98.52% |
| January 31, 2024 | 98.52% |
| December 31, 2023 | 98.52% |
| November 30, 2023 | 98.52% |
| October 31, 2023 | 98.52% |
| September 30, 2023 | 98.19% |
| August 31, 2023 | 97.96% |
| July 31, 2023 | 97.96% |
| June 30, 2023 | 97.96% |
| May 31, 2023 | 97.96% |
| April 30, 2023 | 97.96% |
| March 31, 2023 | 97.96% |
| February 28, 2023 | 97.96% |
| January 31, 2023 | 97.96% |
| December 31, 2022 | 97.96% |
| November 30, 2022 | 97.92% |
| October 31, 2022 | 96.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.16% |
| August 31, 2022 | 94.50% |
| July 31, 2022 | 94.50% |
| June 30, 2022 | 94.50% |
| May 31, 2022 | 92.45% |
| April 30, 2022 | 89.28% |
| March 31, 2022 | 86.52% |
| February 28, 2022 | 86.52% |
| January 31, 2022 | 86.52% |
| December 31, 2021 | 80.20% |
| November 30, 2021 | 78.94% |
| October 31, 2021 | 78.94% |
| September 30, 2021 | 78.94% |
| August 31, 2021 | 78.94% |
| July 31, 2021 | 78.94% |
| June 30, 2021 | 78.94% |
| May 31, 2021 | 78.94% |
| April 30, 2021 | 78.94% |
| March 31, 2021 | 78.94% |
| February 28, 2021 | 78.94% |
| January 31, 2021 | 78.94% |
| December 31, 2020 | 78.94% |
| November 30, 2020 | 78.94% |
| October 31, 2020 | 78.94% |
| September 30, 2020 | 78.94% |
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
78.94%
Minimum
Nov 2019
100.00%
Maximum
Oct 2024
88.96%
Average
90.87%
Median
Max Drawdown (5Y) Benchmarks
| Medical Imaging Corp | 100.00% |
| RadNet Inc | 73.43% |
| CarePayment Technologies Inc | -- |
| iSpecimen Inc | -- |
| 23andMe Holding Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -122.34 |
| Beta (5Y) | 2.381 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 154.1% |
| Historical Sharpe Ratio (5Y) | -0.5946 |
| Historical Sortino (5Y) | -1.413 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.87% |