iRadimed Corp (IRMD)
53.23
+1.15
(+2.21%)
USD |
NASDAQ |
Nov 21, 16:00
53.25
+0.02
(+0.04%)
After-Hours: 20:00
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 | 60.23% |
| January 31, 2023 | 60.23% |
| December 31, 2022 | 60.23% |
| November 30, 2022 | 60.23% |
| October 31, 2022 | 60.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.41% |
| August 31, 2022 | 71.24% |
| July 31, 2022 | 71.24% |
| June 30, 2022 | 74.76% |
| May 31, 2022 | 75.07% |
| April 30, 2022 | 75.22% |
| March 31, 2022 | 75.83% |
| February 28, 2022 | 75.83% |
| 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
Mar 2023
75.83%
Maximum
Nov 2019
67.86%
Average
75.15%
Median
Max Drawdown (5Y) Benchmarks
| Cutera Inc | 99.20% |
| IRIDEX Corp | 91.46% |
| Stereotaxis Inc | 86.04% |
| Electromed Inc | 55.84% |
| Myomo Inc | 99.75% |
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% |