Globus Medical Inc (GMED)
74.88
+1.34
(+1.82%)
USD |
NYSE |
Nov 01, 16:00
74.87
-0.01
(-0.01%)
After-Hours: 20:00
Globus Medical Max Drawdown (5Y): 47.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.91% |
| September 30, 2024 | 47.91% |
| August 31, 2024 | 47.91% |
| July 31, 2024 | 47.91% |
| June 30, 2024 | 47.91% |
| May 31, 2024 | 47.91% |
| April 30, 2024 | 47.91% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
47.91%
Maximum
Nov 2023
42.04%
Average
41.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| Abbott Laboratories | 33.88% |
| Alphatec Holdings Inc | 87.10% |
| Orthofix Medical Inc | 85.69% |
| Insulet Corp | 61.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.40 |
| Beta (5Y) | 1.167 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.32% |
| Historical Sharpe Ratio (5Y) | 0.132 |
| Historical Sortino (5Y) | 0.2103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.10% |