iRadimed Corp (IRMD)
50.03
+0.84
(+1.71%)
USD |
NASDAQ |
Nov 05, 09:41
iRadimed Max Drawdown (5Y): 56.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.72% |
| September 30, 2024 | 56.72% |
| August 31, 2024 | 56.72% |
| July 31, 2024 | 56.72% |
| June 30, 2024 | 56.72% |
| May 31, 2024 | 56.72% |
| April 30, 2024 | 56.72% |
| March 31, 2024 | 56.72% |
| February 29, 2024 | 56.72% |
| January 31, 2024 | 56.72% |
| December 31, 2023 | 56.72% |
| November 30, 2023 | 56.72% |
| October 31, 2023 | 56.72% |
| September 30, 2023 | 56.72% |
| August 31, 2023 | 56.72% |
| July 31, 2023 | 56.72% |
| June 30, 2023 | 56.72% |
| May 31, 2023 | 56.72% |
| April 30, 2023 | 56.72% |
| March 31, 2023 | 56.72% |
| February 28, 2023 | 56.72% |
| January 31, 2023 | 56.72% |
| December 31, 2022 | 60.23% |
| November 30, 2022 | 60.23% |
| October 31, 2022 | 60.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.23% |
| August 31, 2022 | 60.39% |
| July 31, 2022 | 69.41% |
| June 30, 2022 | 71.24% |
| May 31, 2022 | 71.24% |
| April 30, 2022 | 74.76% |
| March 31, 2022 | 75.07% |
| February 28, 2022 | 75.22% |
| January 31, 2022 | 75.83% |
| December 31, 2021 | 75.83% |
| November 30, 2021 | 75.83% |
| October 31, 2021 | 75.83% |
| September 30, 2021 | 75.83% |
| August 31, 2021 | 75.83% |
| July 31, 2021 | 75.83% |
| June 30, 2021 | 75.83% |
| May 31, 2021 | 75.83% |
| April 30, 2021 | 75.83% |
| March 31, 2021 | 75.83% |
| February 28, 2021 | 75.83% |
| January 31, 2021 | 75.83% |
| December 31, 2020 | 75.83% |
| November 30, 2020 | 75.83% |
| October 31, 2020 | 75.83% |
| September 30, 2020 | 75.83% |
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
56.72%
Minimum
Jan 2023
75.83%
Maximum
Nov 2019
67.23%
Average
73.00%
Median
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.61% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Protalix BioTherapeutics Inc | 94.35% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.368 |
| Beta (5Y) | 0.7878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.01% |
| Historical Sharpe Ratio (5Y) | 0.3759 |
| Historical Sortino (5Y) | 0.535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.62% |