electroCore Inc (ECOR)
6.02
+0.23
(+3.97%)
USD |
NASDAQ |
Apr 19, 16:00
6.02
0.00 (0.00%)
After-Hours: 20:00
electroCore Max Drawdown (5Y): 98.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.95% |
| February 29, 2024 | 98.95% |
| January 31, 2024 | 98.95% |
| December 31, 2023 | 98.95% |
| November 30, 2023 | 98.95% |
| October 31, 2023 | 98.95% |
| September 30, 2023 | 98.95% |
| August 31, 2023 | 98.95% |
| July 31, 2023 | 98.95% |
| June 30, 2023 | 98.95% |
| May 31, 2023 | 98.95% |
| April 30, 2023 | 98.95% |
| March 31, 2023 | 98.95% |
| February 28, 2023 | 98.95% |
| January 31, 2023 | 98.95% |
| December 31, 2022 | 98.95% |
| November 30, 2022 | 98.95% |
| October 31, 2022 | 98.72% |
| September 30, 2022 | 98.66% |
| August 31, 2022 | 98.66% |
| July 31, 2022 | 98.66% |
| June 30, 2022 | 98.66% |
| May 31, 2022 | 98.66% |
| April 30, 2022 | 98.35% |
| March 31, 2022 | 98.35% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.35% |
| January 31, 2022 | 98.35% |
| December 31, 2021 | 98.35% |
| November 30, 2021 | 98.35% |
| October 31, 2021 | 98.35% |
| September 30, 2021 | 98.35% |
| August 31, 2021 | 98.35% |
| July 31, 2021 | 98.35% |
| June 30, 2021 | 98.35% |
| May 31, 2021 | 98.35% |
| April 30, 2021 | 98.35% |
| March 31, 2021 | 98.35% |
| February 28, 2021 | 98.35% |
| January 31, 2021 | 98.35% |
| December 31, 2020 | 98.35% |
| November 30, 2020 | 98.35% |
| October 31, 2020 | 98.35% |
| September 30, 2020 | 98.35% |
| August 31, 2020 | 98.35% |
| July 31, 2020 | 98.35% |
| June 30, 2020 | 98.35% |
| May 31, 2020 | 98.35% |
| April 30, 2020 | 98.35% |
| March 31, 2020 | 98.35% |
| February 29, 2020 | 96.32% |
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
78.79%
Minimum
Apr 2019
98.95%
Maximum
Nov 2022
97.43%
Average
98.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 95.49% |
| Xtant Medical Holdings Inc | 98.66% |
| Asensus Surgical Inc | 99.68% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.12 |
| Beta (5Y) | 0.9079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.3% |
| Historical Sharpe Ratio (5Y) | -0.3613 |
| Historical Sortino (5Y) | -0.9285 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.23% |