Medifast Inc (MED)
33.11
-0.31
(-0.93%)
USD |
NYSE |
Apr 24, 09:37
Medifast Max Drawdown (5Y): 88.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 78.91% |
| July 31, 2020 | 78.91% |
| June 30, 2020 | 78.91% |
| May 31, 2020 | 78.91% |
| April 30, 2020 | 78.91% |
| March 31, 2020 | 78.91% |
| February 29, 2020 | 70.14% |
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
57.75%
Minimum
Apr 2019
88.27%
Maximum
Mar 2024
76.36%
Average
78.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Interactive Strength Inc | -- |
| WW International Inc | 96.72% |
| All American Gold Corp | 98.52% |
| Patrick Industries Inc | 72.61% |
| Frontdoor Inc | 66.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.30 |
| Beta (5Y) | 1.145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.75% |
| Historical Sharpe Ratio (5Y) | -0.3718 |
| Historical Sortino (5Y) | -0.7579 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.69% |