InfuSystems Holdings Inc (INFU)
6.35
-0.04
(-0.63%)
USD |
NYAM |
Nov 04, 13:03
InfuSystems Holdings Max Drawdown (5Y): 74.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.69% |
| September 30, 2024 | 74.69% |
| August 31, 2024 | 74.69% |
| July 31, 2024 | 72.38% |
| June 30, 2024 | 72.34% |
| May 31, 2024 | 72.34% |
| April 30, 2024 | 71.55% |
| March 31, 2024 | 71.55% |
| February 29, 2024 | 71.55% |
| January 31, 2024 | 71.55% |
| December 31, 2023 | 71.55% |
| November 30, 2023 | 71.55% |
| October 31, 2023 | 71.55% |
| September 30, 2023 | 71.55% |
| August 31, 2023 | 71.55% |
| July 31, 2023 | 71.55% |
| June 30, 2023 | 71.55% |
| May 31, 2023 | 71.55% |
| April 30, 2023 | 71.55% |
| March 31, 2023 | 71.55% |
| February 28, 2023 | 71.55% |
| January 31, 2023 | 71.55% |
| December 31, 2022 | 71.55% |
| November 30, 2022 | 71.55% |
| October 31, 2022 | 71.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.55% |
| August 31, 2022 | 69.46% |
| July 31, 2022 | 69.46% |
| June 30, 2022 | 69.46% |
| May 31, 2022 | 69.46% |
| April 30, 2022 | 69.46% |
| March 31, 2022 | 65.04% |
| February 28, 2022 | 69.70% |
| January 31, 2022 | 69.70% |
| December 31, 2021 | 69.70% |
| November 30, 2021 | 69.70% |
| October 31, 2021 | 69.70% |
| September 30, 2021 | 69.70% |
| August 31, 2021 | 69.70% |
| July 31, 2021 | 69.70% |
| June 30, 2021 | 69.70% |
| May 31, 2021 | 69.70% |
| April 30, 2021 | 69.70% |
| March 31, 2021 | 69.70% |
| February 28, 2021 | 69.70% |
| January 31, 2021 | 69.70% |
| December 31, 2020 | 69.70% |
| November 30, 2020 | 69.70% |
| October 31, 2020 | 69.70% |
| September 30, 2020 | 69.70% |
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
65.04%
Minimum
Mar 2022
74.69%
Maximum
Aug 2024
70.60%
Average
69.70%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Tactile Systems Technology Inc | 91.41% |
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| Xtant Medical Holdings Inc | 98.66% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.31 |
| Beta (5Y) | 1.450 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.51% |
| Historical Sharpe Ratio (5Y) | -0.0859 |
| Historical Sortino (5Y) | -0.1542 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.80% |