Masimo Corp (MASI)
144.22
+0.21
(+0.15%)
USD |
NASDAQ |
Nov 01, 16:00
144.35
+0.13
(+0.09%)
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
Dec 2019
74.70%
Maximum
Oct 2023
47.72%
Average
62.75%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Baxter International Inc | 64.18% |
| AngioDynamics Inc | 82.98% |
| Accuray Inc | 81.90% |
| Intuitive Surgical Inc | 49.90% |
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% |