DexCom Inc (DXCM)
138.01
+0.14
(+0.10%)
USD |
NASDAQ |
Apr 25, 16:00
128.90
-9.11
(-6.60%)
After-Hours: 20:00
DexCom Max Drawdown (5Y): 58.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 56.37% |
| July 31, 2020 | 56.37% |
| June 30, 2020 | 56.37% |
| May 31, 2020 | 56.37% |
| April 30, 2020 | 56.37% |
| March 31, 2020 | 56.37% |
| February 29, 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
Apr 2019
58.24%
Maximum
Jun 2022
57.07%
Average
56.37%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 33.88% |
| Edwards Lifesciences Corp | 52.78% |
| Intuitive Surgical Inc | 49.90% |
| Cardinal Health Inc | 49.19% |
| Insulet Corp | 61.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.37 |
| Beta (5Y) | 1.200 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.91% |
| Historical Sharpe Ratio (5Y) | 0.6557 |
| Historical Sortino (5Y) | 1.176 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.67% |