Exact Sciences Corp (EXAS)
69.06
+2.18
(+3.26%)
USD |
NASDAQ |
Mar 28, 16:00
69.07
+0.01
(+0.01%)
After-Hours: 20:00
Exact Sciences Max Drawdown (5Y): 80.42% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 80.42% |
January 31, 2024 | 80.42% |
December 31, 2023 | 80.42% |
November 30, 2023 | 80.42% |
October 31, 2023 | 80.42% |
September 30, 2023 | 80.42% |
August 31, 2023 | 80.42% |
July 31, 2023 | 80.42% |
June 30, 2023 | 80.42% |
May 31, 2023 | 80.42% |
April 30, 2023 | 80.42% |
March 31, 2023 | 80.42% |
February 28, 2023 | 80.42% |
January 31, 2023 | 80.42% |
December 31, 2022 | 80.42% |
November 30, 2022 | 80.42% |
October 31, 2022 | 80.42% |
September 30, 2022 | 79.38% |
August 31, 2022 | 77.07% |
July 31, 2022 | 77.03% |
June 30, 2022 | 77.03% |
May 31, 2022 | 69.11% |
April 30, 2022 | 69.06% |
March 31, 2022 | 69.06% |
February 28, 2022 | 69.06% |
Date | Value |
---|---|
January 31, 2022 | 69.06% |
December 31, 2021 | 69.06% |
November 30, 2021 | 69.06% |
October 31, 2021 | 69.06% |
September 30, 2021 | 69.06% |
August 31, 2021 | 69.06% |
July 31, 2021 | 69.06% |
June 30, 2021 | 69.06% |
May 31, 2021 | 69.06% |
April 30, 2021 | 69.06% |
March 31, 2021 | 77.92% |
February 28, 2021 | 82.48% |
January 31, 2021 | 82.48% |
December 31, 2020 | 82.48% |
November 30, 2020 | 84.15% |
October 31, 2020 | 84.15% |
September 30, 2020 | 84.15% |
August 31, 2020 | 84.15% |
July 31, 2020 | 84.15% |
June 30, 2020 | 84.15% |
May 31, 2020 | 84.15% |
April 30, 2020 | 84.15% |
March 31, 2020 | 84.15% |
February 29, 2020 | 84.15% |
January 31, 2020 | 84.15% |
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
69.06%
Minimum
Apr 2021
84.15%
Maximum
Mar 2019
78.95%
Average
80.42%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Illumina Inc | 82.32% |
Guardant Health Inc | 89.54% |
Quest Diagnostics Inc | 36.60% |
Natera Inc | 77.74% |
Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.41 |
Beta (5Y) | 1.225 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.68% |
Historical Sharpe Ratio (5Y) | -0.1857 |
Historical Sortino (5Y) | -0.3523 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.29% |