Globus Medical Inc (GMED)
51.27
+0.02
(+0.04%)
USD |
NYSE |
Apr 23, 16:00
51.26
-0.01
(-0.02%)
Pre-Market: 20:00
Globus Medical Max Drawdown (5Y): 47.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.91% |
| February 29, 2024 | 47.91% |
| January 31, 2024 | 47.91% |
| December 31, 2023 | 47.91% |
| November 30, 2023 | 47.91% |
| October 31, 2023 | 45.78% |
| September 30, 2023 | 41.59% |
| August 31, 2023 | 41.08% |
| July 31, 2023 | 41.08% |
| June 30, 2023 | 41.08% |
| May 31, 2023 | 41.08% |
| April 30, 2023 | 41.08% |
| March 31, 2023 | 41.08% |
| February 28, 2023 | 41.08% |
| January 31, 2023 | 41.08% |
| December 31, 2022 | 41.08% |
| November 30, 2022 | 41.08% |
| October 31, 2022 | 41.08% |
| September 30, 2022 | 41.08% |
| August 31, 2022 | 41.08% |
| July 31, 2022 | 41.08% |
| June 30, 2022 | 41.08% |
| May 31, 2022 | 41.08% |
| April 30, 2022 | 41.08% |
| March 31, 2022 | 41.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.08% |
| January 31, 2022 | 41.08% |
| December 31, 2021 | 41.08% |
| November 30, 2021 | 41.08% |
| October 31, 2021 | 41.08% |
| September 30, 2021 | 41.08% |
| August 31, 2021 | 41.08% |
| July 31, 2021 | 41.08% |
| June 30, 2021 | 41.08% |
| May 31, 2021 | 41.08% |
| April 30, 2021 | 41.08% |
| March 31, 2021 | 41.08% |
| February 28, 2021 | 41.08% |
| January 31, 2021 | 41.08% |
| December 31, 2020 | 41.08% |
| November 30, 2020 | 41.08% |
| October 31, 2020 | 41.08% |
| September 30, 2020 | 41.08% |
| August 31, 2020 | 41.08% |
| July 31, 2020 | 41.08% |
| June 30, 2020 | 41.08% |
| May 31, 2020 | 41.08% |
| April 30, 2020 | 41.08% |
| March 31, 2020 | 41.08% |
| February 29, 2020 | 33.70% |
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
33.70%
Minimum
Apr 2019
47.91%
Maximum
Nov 2023
40.38%
Average
41.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| Intuitive Surgical Inc | 49.90% |
| Glaukos Corp | 69.57% |
| PROCEPT BioRobotics Corp | -- |
| Paragon 28 Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.47 |
| Beta (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.13% |
| Historical Sharpe Ratio (5Y) | -0.01 |
| Historical Sortino (5Y) | -0.0152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.10% |