KORU Medical Systems Inc (KRMD)
3.12
-0.08
(-2.50%)
USD |
NASDAQ |
Nov 14, 10:55
KORU Medical Systems Max Drawdown (5Y): 84.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.30% |
| September 30, 2024 | 84.30% |
| August 31, 2024 | 84.30% |
| July 31, 2024 | 84.30% |
| June 30, 2024 | 84.30% |
| May 31, 2024 | 84.30% |
| April 30, 2024 | 84.30% |
| March 31, 2024 | 84.30% |
| February 29, 2024 | 84.30% |
| January 31, 2024 | 84.30% |
| December 31, 2023 | 84.30% |
| November 30, 2023 | 84.30% |
| October 31, 2023 | 84.30% |
| September 30, 2023 | 84.30% |
| August 31, 2023 | 84.30% |
| July 31, 2023 | 84.30% |
| June 30, 2023 | 84.30% |
| May 31, 2023 | 84.30% |
| April 30, 2023 | 84.30% |
| March 31, 2023 | 84.30% |
| February 28, 2023 | 84.30% |
| January 31, 2023 | 84.30% |
| December 31, 2022 | 84.30% |
| November 30, 2022 | 84.30% |
| October 31, 2022 | 84.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.30% |
| August 31, 2022 | 84.30% |
| July 31, 2022 | 84.30% |
| June 30, 2022 | 84.30% |
| May 31, 2022 | 84.22% |
| April 30, 2022 | 79.95% |
| March 31, 2022 | 79.95% |
| February 28, 2022 | 79.95% |
| January 31, 2022 | 79.95% |
| December 31, 2021 | 79.95% |
| November 30, 2021 | 79.95% |
| October 31, 2021 | 79.95% |
| September 30, 2021 | 77.38% |
| August 31, 2021 | 77.05% |
| July 31, 2021 | 77.05% |
| June 30, 2021 | 77.05% |
| May 31, 2021 | 77.05% |
| April 30, 2021 | 77.05% |
| March 31, 2021 | 73.59% |
| February 28, 2021 | 69.57% |
| January 31, 2021 | 69.57% |
| December 31, 2020 | 69.57% |
| November 30, 2020 | 69.57% |
| October 31, 2020 | 55.56% |
| September 30, 2020 | 49.10% |
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
49.10%
Minimum
Nov 2019
84.30%
Maximum
Jun 2022
74.98%
Average
82.09%
Median
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| InfuSystems Holdings Inc | 74.69% |
| Xtant Medical Holdings Inc | 98.66% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.32 |
| Beta (5Y) | 0.4128 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.62% |
| Historical Sharpe Ratio (5Y) | -0.1318 |
| Historical Sortino (5Y) | -0.2667 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.69% |