Glaukos Corp (GKOS)
138.31
-0.13
(-0.09%)
USD |
NYSE |
Nov 18, 13:48
Glaukos Max Drawdown (5Y): 69.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.57% |
| September 30, 2024 | 69.57% |
| August 31, 2024 | 69.57% |
| July 31, 2024 | 69.57% |
| June 30, 2024 | 69.57% |
| May 31, 2024 | 69.57% |
| April 30, 2024 | 69.57% |
| March 31, 2024 | 69.57% |
| February 29, 2024 | 69.57% |
| January 31, 2024 | 69.57% |
| December 31, 2023 | 69.57% |
| November 30, 2023 | 69.57% |
| October 31, 2023 | 69.57% |
| September 30, 2023 | 69.57% |
| August 31, 2023 | 69.57% |
| July 31, 2023 | 69.57% |
| June 30, 2023 | 69.57% |
| May 31, 2023 | 69.57% |
| April 30, 2023 | 69.57% |
| March 31, 2023 | 69.57% |
| February 28, 2023 | 69.57% |
| January 31, 2023 | 69.57% |
| December 31, 2022 | 69.57% |
| November 30, 2022 | 69.57% |
| October 31, 2022 | 69.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.57% |
| August 31, 2022 | 69.57% |
| July 31, 2022 | 69.57% |
| June 30, 2022 | 69.57% |
| May 31, 2022 | 69.57% |
| April 30, 2022 | 69.57% |
| March 31, 2022 | 69.57% |
| February 28, 2022 | 69.57% |
| January 31, 2022 | 69.57% |
| December 31, 2021 | 69.57% |
| November 30, 2021 | 69.57% |
| October 31, 2021 | 69.57% |
| September 30, 2021 | 69.57% |
| August 31, 2021 | 69.57% |
| July 31, 2021 | 69.57% |
| June 30, 2021 | 69.57% |
| May 31, 2021 | 69.57% |
| April 30, 2021 | 69.57% |
| March 31, 2021 | 69.57% |
| February 28, 2021 | 69.57% |
| January 31, 2021 | 69.57% |
| December 31, 2020 | 69.57% |
| November 30, 2020 | 69.57% |
| October 31, 2020 | 69.57% |
| September 30, 2020 | 69.57% |
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
55.00%
Minimum
Nov 2019
69.57%
Maximum
Mar 2020
68.60%
Average
69.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Baxter International Inc | 64.18% |
| Masimo Corp | 74.70% |
| Teleflex Inc | 59.09% |
| Perspective Therapeutics Inc | 91.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1115 |
| Beta (5Y) | 1.023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.29% |
| Historical Sharpe Ratio (5Y) | 0.2597 |
| Historical Sortino (5Y) | 0.318 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.69% |