Inogen Inc (INGN)
9.21
-0.25
(-2.64%)
USD |
NASDAQ |
Nov 21, 16:00
9.22
+0.01
(+0.11%)
After-Hours: 20:00
Inogen Max Drawdown (5Y): 98.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.01% |
| September 30, 2024 | 98.01% |
| August 31, 2024 | 98.01% |
| July 31, 2024 | 98.01% |
| June 30, 2024 | 98.01% |
| May 31, 2024 | 98.01% |
| April 30, 2024 | 98.01% |
| March 31, 2024 | 98.01% |
| February 29, 2024 | 98.01% |
| January 31, 2024 | 98.01% |
| December 31, 2023 | 98.01% |
| November 30, 2023 | 98.01% |
| October 31, 2023 | 98.01% |
| September 30, 2023 | 98.01% |
| August 31, 2023 | 97.88% |
| July 31, 2023 | 97.15% |
| June 30, 2023 | 96.46% |
| May 31, 2023 | 96.28% |
| April 30, 2023 | 95.80% |
| March 31, 2023 | 95.80% |
| February 28, 2023 | 94.46% |
| January 31, 2023 | 93.23% |
| December 31, 2022 | 93.23% |
| November 30, 2022 | 92.92% |
| October 31, 2022 | 92.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.96% |
| August 31, 2022 | 91.91% |
| July 31, 2022 | 91.91% |
| June 30, 2022 | 91.91% |
| May 31, 2022 | 91.91% |
| April 30, 2022 | 91.06% |
| March 31, 2022 | 90.45% |
| February 28, 2022 | 90.45% |
| January 31, 2022 | 90.45% |
| December 31, 2021 | 90.45% |
| November 30, 2021 | 90.45% |
| October 31, 2021 | 90.45% |
| September 30, 2021 | 90.45% |
| August 31, 2021 | 90.45% |
| July 31, 2021 | 90.45% |
| June 30, 2021 | 90.45% |
| May 31, 2021 | 90.45% |
| April 30, 2021 | 90.45% |
| March 31, 2021 | 90.45% |
| February 28, 2021 | 90.45% |
| January 31, 2021 | 90.45% |
| December 31, 2020 | 90.45% |
| November 30, 2020 | 90.45% |
| October 31, 2020 | 90.45% |
| September 30, 2020 | 90.45% |
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
85.22%
Minimum
Nov 2019
98.01%
Maximum
Sep 2023
92.69%
Average
91.49%
Median
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| ResMed Inc | 53.98% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.48 |
| Beta (5Y) | 1.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.66% |
| Historical Sharpe Ratio (5Y) | -0.5269 |
| Historical Sortino (5Y) | -0.9643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.09% |