ICU Medical Inc (ICUI)
170.82
+0.09
(+0.05%)
USD |
NASDAQ |
Nov 01, 16:00
170.73
-0.09
(-0.05%)
After-Hours: 20:00
ICU Medical Max Drawdown (5Y): 68.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.82% |
| September 30, 2024 | 68.82% |
| August 31, 2024 | 68.82% |
| July 31, 2024 | 68.82% |
| June 30, 2024 | 68.82% |
| May 31, 2024 | 68.82% |
| April 30, 2024 | 68.82% |
| March 31, 2024 | 68.82% |
| February 29, 2024 | 68.82% |
| January 31, 2024 | 68.82% |
| December 31, 2023 | 68.82% |
| November 30, 2023 | 68.82% |
| October 31, 2023 | 62.28% |
| September 30, 2023 | 55.96% |
| August 31, 2023 | 55.96% |
| July 31, 2023 | 55.96% |
| June 30, 2023 | 55.96% |
| May 31, 2023 | 55.96% |
| April 30, 2023 | 55.96% |
| March 31, 2023 | 55.96% |
| February 28, 2023 | 55.96% |
| January 31, 2023 | 55.96% |
| December 31, 2022 | 55.96% |
| November 30, 2022 | 55.96% |
| October 31, 2022 | 54.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.75% |
| August 31, 2022 | 50.97% |
| July 31, 2022 | 50.97% |
| June 30, 2022 | 50.97% |
| May 31, 2022 | 50.97% |
| April 30, 2022 | 50.97% |
| March 31, 2022 | 50.97% |
| February 28, 2022 | 50.97% |
| January 31, 2022 | 50.97% |
| December 31, 2021 | 50.97% |
| November 30, 2021 | 50.97% |
| October 31, 2021 | 50.97% |
| September 30, 2021 | 50.97% |
| August 31, 2021 | 50.97% |
| July 31, 2021 | 50.97% |
| June 30, 2021 | 50.97% |
| May 31, 2021 | 50.97% |
| April 30, 2021 | 50.97% |
| March 31, 2021 | 50.97% |
| February 28, 2021 | 50.97% |
| January 31, 2021 | 50.97% |
| December 31, 2020 | 50.97% |
| November 30, 2020 | 50.97% |
| October 31, 2020 | 50.97% |
| September 30, 2020 | 50.97% |
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
50.97%
Minimum
Nov 2019
68.82%
Maximum
Nov 2023
55.72%
Average
50.97%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Baxter International Inc | 64.18% |
| Becton Dickinson & Co | 29.62% |
| Outset Medical Inc | -- |
| Perspective Therapeutics Inc | 91.70% |
| Xtant Medical Holdings Inc | 98.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.819 |
| Beta (5Y) | 0.6631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.72% |
| Historical Sharpe Ratio (5Y) | -0.0343 |
| Historical Sortino (5Y) | -0.0611 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |