Masimo Corp (MASI)
172.96
+3.84
(+2.27%)
USD |
NASDAQ |
Nov 22, 16:00
173.07
+0.11
(+0.06%)
After-Hours: 20:00
Masimo Max Drawdown (5Y): 74.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.70% |
September 30, 2024 | 74.70% |
August 31, 2024 | 74.70% |
July 31, 2024 | 74.70% |
June 30, 2024 | 74.70% |
May 31, 2024 | 74.70% |
April 30, 2024 | 74.70% |
March 31, 2024 | 74.70% |
February 29, 2024 | 74.70% |
January 31, 2024 | 74.70% |
December 31, 2023 | 74.70% |
November 30, 2023 | 74.70% |
October 31, 2023 | 74.70% |
September 30, 2023 | 72.25% |
August 31, 2023 | 64.06% |
July 31, 2023 | 63.44% |
June 30, 2023 | 63.44% |
May 31, 2023 | 63.44% |
April 30, 2023 | 63.44% |
March 31, 2023 | 63.44% |
February 28, 2023 | 63.44% |
January 31, 2023 | 63.44% |
December 31, 2022 | 63.44% |
November 30, 2022 | 63.44% |
October 31, 2022 | 62.75% |
Date | Value |
---|---|
September 30, 2022 | 62.75% |
August 31, 2022 | 62.75% |
July 31, 2022 | 62.75% |
June 30, 2022 | 62.75% |
May 31, 2022 | 62.75% |
April 30, 2022 | 62.75% |
March 31, 2022 | 55.25% |
February 28, 2022 | 52.45% |
January 31, 2022 | 34.22% |
December 31, 2021 | 26.52% |
November 30, 2021 | 26.52% |
October 31, 2021 | 26.52% |
September 30, 2021 | 26.52% |
August 31, 2021 | 26.52% |
July 31, 2021 | 26.52% |
June 30, 2021 | 26.52% |
May 31, 2021 | 24.95% |
April 30, 2021 | 22.36% |
March 31, 2021 | 22.36% |
February 28, 2021 | 21.70% |
January 31, 2021 | 21.70% |
December 31, 2020 | 21.70% |
November 30, 2020 | 21.70% |
October 31, 2020 | 21.70% |
September 30, 2020 | 21.70% |
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
21.70%
Minimum
Feb 2020
74.70%
Maximum
Oct 2023
47.83%
Average
62.75%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Boston Scientific Corp | 43.49% |
Baxter International Inc | 64.18% |
Intuitive Surgical Inc | 49.90% |
Tandem Diabetes Care Inc | 90.68% |
Glaukos Corp | 69.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.19 |
Beta (5Y) | 0.9743 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.91% |
Historical Sharpe Ratio (5Y) | -0.0608 |
Historical Sortino (5Y) | -0.0881 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.96% |