Masimo Corp (MASI)

170.97 -0.05 (-0.03%) USD  |  NASDAQ  |  Dec 27, 16:00
171.13 +0.16 (+0.09%) After-Hours: 20:00
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Masimo Max Drawdown (5Y): 74.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Abbott Laboratories 33.88%
AngioDynamics Inc 82.98%
Boston Scientific Corp 43.49%
Globus Medical Inc 47.91%
Tandem Diabetes Care Inc 90.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.75
Beta (5Y) 1.010
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.45%
Historical Sharpe Ratio (5Y) -0.0058
Historical Sortino (5Y) -0.0085
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.96%