MiMedx Group Inc (MDXG)
9.22
+0.16
(+1.77%)
USD |
NASDAQ |
Nov 21, 16:00
9.215
0.00 (0.00%)
After-Hours: 20:00
MiMedx Group Max Drawdown (5Y): 85.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.36% |
| September 30, 2024 | 85.36% |
| August 31, 2024 | 85.36% |
| July 31, 2024 | 85.36% |
| June 30, 2024 | 85.36% |
| May 31, 2024 | 85.36% |
| April 30, 2024 | 85.80% |
| March 31, 2024 | 86.80% |
| February 29, 2024 | 86.80% |
| January 31, 2024 | 86.80% |
| December 31, 2023 | 90.03% |
| November 30, 2023 | 93.60% |
| October 31, 2023 | 93.60% |
| September 30, 2023 | 93.60% |
| August 31, 2023 | 93.60% |
| July 31, 2023 | 93.60% |
| June 30, 2023 | 93.60% |
| May 31, 2023 | 93.60% |
| April 30, 2023 | 93.60% |
| March 31, 2023 | 93.60% |
| February 28, 2023 | 93.60% |
| January 31, 2023 | 93.60% |
| December 31, 2022 | 93.60% |
| November 30, 2022 | 93.60% |
| October 31, 2022 | 93.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.60% |
| August 31, 2022 | 93.60% |
| July 31, 2022 | 93.60% |
| June 30, 2022 | 93.60% |
| May 31, 2022 | 93.60% |
| April 30, 2022 | 93.60% |
| March 31, 2022 | 93.60% |
| February 28, 2022 | 93.60% |
| January 31, 2022 | 93.60% |
| December 31, 2021 | 93.60% |
| November 30, 2021 | 93.60% |
| October 31, 2021 | 93.60% |
| September 30, 2021 | 93.60% |
| August 31, 2021 | 93.60% |
| July 31, 2021 | 93.60% |
| June 30, 2021 | 93.60% |
| May 31, 2021 | 93.60% |
| April 30, 2021 | 93.60% |
| March 31, 2021 | 93.60% |
| February 28, 2021 | 93.60% |
| January 31, 2021 | 93.60% |
| December 31, 2020 | 93.60% |
| November 30, 2020 | 93.60% |
| October 31, 2020 | 93.60% |
| September 30, 2020 | 93.60% |
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
85.36%
Minimum
May 2024
93.60%
Maximum
Nov 2019
92.24%
Average
93.60%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CEL-SCI Corp | 96.78% |
| AIM ImmunoTech Inc | 99.76% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Protalix BioTherapeutics Inc | 94.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.55 |
| Beta (5Y) | 1.940 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.72% |
| Historical Sharpe Ratio (5Y) | 0.0202 |
| Historical Sortino (5Y) | 0.0333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.81% |