ICU Medical Inc (ICUI)
94.53
-2.19
(-2.26%)
USD |
NASDAQ |
Apr 25, 16:00
94.66
+0.13
(+0.14%)
Pre-Market: 20:00
ICU Medical Max Drawdown (5Y): 68.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 50.97% |
| July 31, 2020 | 50.97% |
| June 30, 2020 | 50.97% |
| May 31, 2020 | 50.97% |
| April 30, 2020 | 50.97% |
| March 31, 2020 | 50.97% |
| February 29, 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
31.19%
Minimum
Apr 2019
68.82%
Maximum
Nov 2023
52.28%
Average
50.97%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Integer Holdings Corp | 52.29% |
| LeMaitre Vascular Inc | 47.65% |
| ResMed Inc | 53.98% |
| UFP Technologies Inc | 39.62% |
| Perspective Therapeutics Inc | 91.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.88 |
| Beta (5Y) | 0.6941 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.98% |
| Historical Sharpe Ratio (5Y) | -0.4428 |
| Historical Sortino (5Y) | -0.6341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |