DermTech Inc (DMTKQ)
0.0692
-0.02
(-23.06%)
USD |
OTCM |
Jul 03, 16:00
DermTech Max Drawdown (5Y): 99.88% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 95.16% |
| August 31, 2022 | 94.50% |
| July 31, 2022 | 94.50% |
| June 30, 2022 | 94.50% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 78.94% |
| July 31, 2020 | 78.94% |
| June 30, 2020 | 78.94% |
| May 31, 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
5.80%
Minimum
Jul 2019
99.88%
Maximum
Jun 2024
86.27%
Average
83.36%
Median
Max Drawdown (5Y) Benchmarks
| RadNet Inc | 73.43% |
| iSpecimen Inc | -- |
| 23andMe Holding Co | -- |
| Sera Prognostics Inc | -- |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -98.61 |
| Beta (5Y) | 2.431 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 149.1% |
| Historical Sharpe Ratio (5Y) | -0.451 |
| Historical Sortino (5Y) | -1.226 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.88% |