Spectral Medical Inc (EDTXF)
0.446
-0.02
(-5.11%)
USD |
OTCM |
Sep 27, 16:31
Spectral Medical Max Drawdown (5Y): 81.36% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 81.36% |
| July 31, 2024 | 81.36% |
| June 30, 2024 | 81.36% |
| May 31, 2024 | 81.36% |
| April 30, 2024 | 81.36% |
| March 31, 2024 | 81.38% |
| February 29, 2024 | 84.18% |
| January 31, 2024 | 84.18% |
| December 31, 2023 | 84.18% |
| November 30, 2023 | 84.50% |
| October 31, 2023 | 86.55% |
| September 30, 2023 | 87.59% |
| August 31, 2023 | 87.63% |
| July 31, 2023 | 87.63% |
| June 30, 2023 | 87.63% |
| May 31, 2023 | 87.63% |
| April 30, 2023 | 87.63% |
| March 31, 2023 | 87.63% |
| February 28, 2023 | 87.63% |
| January 31, 2023 | 87.63% |
| December 31, 2022 | 87.63% |
| November 30, 2022 | 87.63% |
| October 31, 2022 | 87.63% |
| September 30, 2022 | 87.63% |
| August 31, 2022 | 87.63% |
| Date | Value |
|---|---|
| July 31, 2022 | 87.63% |
| June 30, 2022 | 87.63% |
| May 31, 2022 | 87.63% |
| April 30, 2022 | 87.63% |
| March 31, 2022 | 87.63% |
| February 28, 2022 | 87.63% |
| January 31, 2022 | 87.63% |
| December 31, 2021 | 87.63% |
| November 30, 2021 | 87.63% |
| October 31, 2021 | 87.63% |
| September 30, 2021 | 90.01% |
| August 31, 2021 | 90.61% |
| July 31, 2021 | 90.61% |
| June 30, 2021 | 90.61% |
| May 31, 2021 | 90.61% |
| April 30, 2021 | 90.61% |
| March 31, 2021 | 90.61% |
| February 28, 2021 | 90.61% |
| January 31, 2021 | 90.61% |
| December 31, 2020 | 90.61% |
| November 30, 2020 | 90.61% |
| October 31, 2020 | 90.61% |
| September 30, 2020 | 90.61% |
| August 31, 2020 | 90.61% |
| July 31, 2020 | 90.61% |
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
81.36%
Minimum
Apr 2024
90.61%
Maximum
Sep 2019
87.99%
Average
87.63%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Cutera Inc | 99.01% |
| IRIDEX Corp | 91.46% |
| Stereotaxis Inc | 86.04% |
| Electromed Inc | 55.84% |
| Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.096 |
| Beta (5Y) | 0.9382 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.99% |
| Historical Sharpe Ratio (5Y) | 0.1429 |
| Historical Sortino (5Y) | 0.3115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.36% |