Glaukos Corp (GKOS)
99.54
-0.57
(-0.57%)
USD |
NYSE |
Apr 26, 16:00
99.54
0.00 (0.00%)
After-Hours: 20:00
Glaukos Max Drawdown (5Y): 69.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 69.57% |
July 31, 2020 | 69.57% |
June 30, 2020 | 69.57% |
May 31, 2020 | 69.57% |
April 30, 2020 | 69.57% |
March 31, 2020 | 69.57% |
February 29, 2020 | 55.00% |
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
Apr 2019
69.57%
Maximum
Mar 2020
66.90%
Average
69.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Integer Holdings Corp | 52.29% |
Globus Medical Inc | 47.91% |
PROCEPT BioRobotics Corp | -- |
Alphatec Holdings Inc | 87.10% |
Asensus Surgical Inc | 99.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.30 |
Beta (5Y) | 1.078 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.84% |
Historical Sharpe Ratio (5Y) | 0.0335 |
Historical Sortino (5Y) | 0.0447 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.69% |