Electromed Inc (ELMD)
28.07
-1.14
(-3.90%)
USD |
NYAM |
Nov 21, 16:00
27.87
-0.20
(-0.71%)
After-Hours: 20:00
Electromed Max Drawdown (5Y): 55.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.84% |
| September 30, 2024 | 55.84% |
| August 31, 2024 | 55.84% |
| July 31, 2024 | 55.84% |
| June 30, 2024 | 55.84% |
| May 31, 2024 | 55.84% |
| April 30, 2024 | 55.84% |
| March 31, 2024 | 55.84% |
| February 29, 2024 | 55.84% |
| January 31, 2024 | 55.84% |
| December 31, 2023 | 55.84% |
| November 30, 2023 | 55.84% |
| October 31, 2023 | 55.84% |
| September 30, 2023 | 55.84% |
| August 31, 2023 | 55.84% |
| July 31, 2023 | 55.84% |
| June 30, 2023 | 55.84% |
| May 31, 2023 | 55.84% |
| April 30, 2023 | 55.84% |
| March 31, 2023 | 55.84% |
| February 28, 2023 | 55.84% |
| January 31, 2023 | 55.84% |
| December 31, 2022 | 55.84% |
| November 30, 2022 | 55.84% |
| October 31, 2022 | 55.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.84% |
| August 31, 2022 | 55.84% |
| July 31, 2022 | 55.84% |
| June 30, 2022 | 55.84% |
| May 31, 2022 | 55.84% |
| April 30, 2022 | 55.84% |
| March 31, 2022 | 55.84% |
| February 28, 2022 | 55.84% |
| January 31, 2022 | 55.84% |
| December 31, 2021 | 55.84% |
| November 30, 2021 | 55.84% |
| October 31, 2021 | 55.84% |
| September 30, 2021 | 55.84% |
| August 31, 2021 | 55.84% |
| July 31, 2021 | 55.84% |
| June 30, 2021 | 55.84% |
| May 31, 2021 | 55.84% |
| April 30, 2021 | 55.84% |
| March 31, 2021 | 55.84% |
| February 28, 2021 | 55.84% |
| January 31, 2021 | 61.72% |
| December 31, 2020 | 62.41% |
| November 30, 2020 | 62.41% |
| October 31, 2020 | 62.41% |
| September 30, 2020 | 62.41% |
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
55.84%
Minimum
Feb 2021
62.88%
Maximum
Nov 2019
57.54%
Average
55.84%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Cutera Inc | 99.20% |
| IRIDEX Corp | 91.46% |
| Stereotaxis Inc | 86.04% |
| Axogen Inc | 90.41% |
| Myomo Inc | 99.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.27 |
| Beta (5Y) | 0.2658 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.48% |
| Historical Sharpe Ratio (5Y) | 0.5194 |
| Historical Sortino (5Y) | 0.8979 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |