Establishment Labs Holdings Inc (ESTA)
38.56
-0.76
(-1.93%)
USD |
NASDAQ |
Nov 14, 10:35
Establishment Labs Holdings Max Drawdown (5Y): 75.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.42% |
| September 30, 2024 | 75.42% |
| August 31, 2024 | 75.42% |
| July 31, 2024 | 75.42% |
| June 30, 2024 | 75.42% |
| May 31, 2024 | 75.42% |
| April 30, 2024 | 75.42% |
| March 31, 2024 | 75.42% |
| February 29, 2024 | 75.42% |
| January 31, 2024 | 75.42% |
| December 31, 2023 | 75.42% |
| November 30, 2023 | 75.42% |
| October 31, 2023 | 73.91% |
| September 30, 2023 | 73.91% |
| August 31, 2023 | 73.91% |
| July 31, 2023 | 73.91% |
| June 30, 2023 | 73.91% |
| May 31, 2023 | 73.91% |
| April 30, 2023 | 73.91% |
| March 31, 2023 | 73.91% |
| February 28, 2023 | 73.91% |
| January 31, 2023 | 73.91% |
| December 31, 2022 | 73.91% |
| November 30, 2022 | 73.91% |
| October 31, 2022 | 73.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.91% |
| August 31, 2022 | 73.91% |
| July 31, 2022 | 73.91% |
| June 30, 2022 | 73.91% |
| May 31, 2022 | 73.91% |
| April 30, 2022 | 73.91% |
| March 31, 2022 | 73.91% |
| February 28, 2022 | 73.91% |
| January 31, 2022 | 73.91% |
| December 31, 2021 | 73.91% |
| November 30, 2021 | 73.91% |
| October 31, 2021 | 73.91% |
| September 30, 2021 | 73.91% |
| August 31, 2021 | 73.91% |
| July 31, 2021 | 73.91% |
| June 30, 2021 | 73.91% |
| May 31, 2021 | 73.91% |
| April 30, 2021 | 73.91% |
| March 31, 2021 | 73.91% |
| February 28, 2021 | 73.91% |
| January 31, 2021 | 73.91% |
| December 31, 2020 | 73.91% |
| November 30, 2020 | 73.91% |
| October 31, 2020 | 73.91% |
| September 30, 2020 | 73.91% |
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
38.73%
Minimum
Nov 2019
75.42%
Maximum
Nov 2023
71.87%
Average
73.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bristol-Myers Squibb Co | 47.67% |
| Cassava Sciences Inc | 92.93% |
| Aytu BioPharma Inc | 100.00% |
| enVVeno Medical Corp | 97.41% |
| Onconetix Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4573 |
| Beta (5Y) | 1.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.39% |
| Historical Sharpe Ratio (5Y) | 0.2484 |
| Historical Sortino (5Y) | 0.4295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.25% |