electroCore Inc (ECOR)

15.14 +0.62 (+4.27%) USD  |  NASDAQ  |  Dec 20, 16:00
15.15 +0.01 (+0.07%) After-Hours: 20:00
More

electroCore Max Drawdown (5Y): 98.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ECOR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
NeuroMetrix Inc 99.85%
Perspective Therapeutics Inc 91.70%
Retractable Technologies Inc 97.34%
Xtant Medical Holdings Inc 98.74%
Catheter Precision Inc 100.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -21.72
Beta (5Y) 0.5743
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 111.1%
Historical Sharpe Ratio (5Y) -0.1265
Historical Sortino (5Y) -0.3271
Monthly Value at Risk (VaR) 5% (5Y Lookback) 35.29%