Masimo Corp (MASI)
167.53
+1.71
(+1.03%)
USD |
NASDAQ |
Mar 24, 16:00
167.53
0.00 (0.00%)
After-Hours: 17:51
Masimo Max Drawdown (5Y): 74.70% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Accuray Inc | 86.32% |
| ResMed Inc | 53.98% |
| Boston Scientific Corp | 43.49% |
| Insulet Corp | 61.31% |
| iRhythm Technologies Inc | 84.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.42 |
| Beta (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.66% |
| Historical Sharpe Ratio (5Y) | 0.0091 |
| Historical Sortino (5Y) | 0.0131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.79% |