Medifast Inc (MED)
18.30
+0.14
(+0.77%)
USD |
NYSE |
Nov 21, 16:00
18.18
-0.12
(-0.66%)
Pre-Market: 04:46
Medifast Max Drawdown (5Y): 94.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.13% |
| September 30, 2024 | 93.91% |
| August 31, 2024 | 93.79% |
| July 31, 2024 | 93.75% |
| June 30, 2024 | 93.39% |
| May 31, 2024 | 92.28% |
| April 30, 2024 | 90.66% |
| March 31, 2024 | 88.27% |
| February 29, 2024 | 86.43% |
| January 31, 2024 | 82.35% |
| December 31, 2023 | 78.91% |
| November 30, 2023 | 78.91% |
| October 31, 2023 | 78.91% |
| September 30, 2023 | 78.91% |
| August 31, 2023 | 78.91% |
| July 31, 2023 | 78.91% |
| June 30, 2023 | 78.91% |
| May 31, 2023 | 78.91% |
| April 30, 2023 | 78.91% |
| March 31, 2023 | 78.91% |
| February 28, 2023 | 78.91% |
| January 31, 2023 | 78.91% |
| December 31, 2022 | 78.91% |
| November 30, 2022 | 78.91% |
| October 31, 2022 | 78.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.91% |
| August 31, 2022 | 78.91% |
| July 31, 2022 | 78.91% |
| June 30, 2022 | 78.91% |
| May 31, 2022 | 78.91% |
| April 30, 2022 | 78.91% |
| March 31, 2022 | 78.91% |
| February 28, 2022 | 78.91% |
| January 31, 2022 | 78.91% |
| December 31, 2021 | 78.91% |
| November 30, 2021 | 78.91% |
| October 31, 2021 | 78.91% |
| September 30, 2021 | 78.91% |
| August 31, 2021 | 78.91% |
| July 31, 2021 | 78.91% |
| June 30, 2021 | 78.91% |
| May 31, 2021 | 78.91% |
| April 30, 2021 | 78.91% |
| March 31, 2021 | 78.91% |
| February 28, 2021 | 78.91% |
| January 31, 2021 | 78.91% |
| December 31, 2020 | 78.91% |
| November 30, 2020 | 78.91% |
| October 31, 2020 | 78.91% |
| September 30, 2020 | 78.91% |
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
70.14%
Minimum
Nov 2019
94.13%
Maximum
Oct 2024
80.32%
Average
78.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Eventiko Inc | -- |
| Interactive Strength Inc | -- |
| WW International Inc | 98.47% |
| All American Gold Corp | 98.52% |
| Patrick Industries Inc | 72.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.69 |
| Beta (5Y) | 1.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.62% |
| Historical Sharpe Ratio (5Y) | -0.5507 |
| Historical Sortino (5Y) | -1.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.16% |