DexCom Inc (DXCM)
72.83
-1.63
(-2.19%)
USD |
NASDAQ |
Nov 22, 16:00
72.97
+0.14
(+0.19%)
After-Hours: 20:00
DexCom Max Drawdown (5Y): 60.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.69% |
| September 30, 2024 | 60.69% |
| August 31, 2024 | 60.69% |
| July 31, 2024 | 60.69% |
| June 30, 2024 | 58.24% |
| May 31, 2024 | 58.24% |
| April 30, 2024 | 58.24% |
| March 31, 2024 | 58.24% |
| February 29, 2024 | 58.24% |
| January 31, 2024 | 58.24% |
| December 31, 2023 | 58.24% |
| November 30, 2023 | 58.24% |
| October 31, 2023 | 58.24% |
| September 30, 2023 | 58.24% |
| August 31, 2023 | 58.24% |
| July 31, 2023 | 58.24% |
| June 30, 2023 | 58.24% |
| May 31, 2023 | 58.24% |
| April 30, 2023 | 58.24% |
| March 31, 2023 | 58.24% |
| February 28, 2023 | 58.24% |
| January 31, 2023 | 58.24% |
| December 31, 2022 | 58.24% |
| November 30, 2022 | 58.24% |
| October 31, 2022 | 58.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.24% |
| August 31, 2022 | 58.24% |
| July 31, 2022 | 58.24% |
| June 30, 2022 | 58.24% |
| May 31, 2022 | 56.91% |
| April 30, 2022 | 56.37% |
| March 31, 2022 | 56.37% |
| February 28, 2022 | 56.37% |
| January 31, 2022 | 56.37% |
| December 31, 2021 | 56.37% |
| November 30, 2021 | 56.37% |
| October 31, 2021 | 56.37% |
| September 30, 2021 | 56.37% |
| August 31, 2021 | 56.37% |
| July 31, 2021 | 56.37% |
| June 30, 2021 | 56.37% |
| May 31, 2021 | 56.37% |
| April 30, 2021 | 56.37% |
| March 31, 2021 | 56.37% |
| February 28, 2021 | 56.37% |
| January 31, 2021 | 56.37% |
| December 31, 2020 | 56.37% |
| November 30, 2020 | 56.37% |
| October 31, 2020 | 56.37% |
| September 30, 2020 | 56.37% |
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
56.37%
Minimum
Nov 2019
60.69%
Maximum
Jul 2024
57.45%
Average
56.64%
Median
Max Drawdown (5Y) Benchmarks
| Orthofix Medical Inc | 85.69% |
| Abbott Laboratories | 33.88% |
| Edwards Lifesciences Corp | 54.32% |
| Senseonics Holdings Inc | 93.88% |
| QuidelOrtho Corp | 90.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.725 |
| Beta (5Y) | 1.176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.18% |
| Historical Sharpe Ratio (5Y) | 0.2043 |
| Historical Sortino (5Y) | 0.3193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.41% |