Medpace Holdings Inc (MEDP)
305.88
-4.75
(-1.53%)
USD |
NASDAQ |
Nov 18, 11:47
Medpace Holdings Max Drawdown (5Y): 42.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.87% |
| September 30, 2024 | 42.87% |
| August 31, 2024 | 42.87% |
| July 31, 2024 | 42.87% |
| June 30, 2024 | 42.87% |
| May 31, 2024 | 42.87% |
| April 30, 2024 | 42.87% |
| March 31, 2024 | 42.87% |
| February 29, 2024 | 42.87% |
| January 31, 2024 | 42.87% |
| December 31, 2023 | 42.87% |
| November 30, 2023 | 42.87% |
| October 31, 2023 | 42.87% |
| September 30, 2023 | 42.87% |
| August 31, 2023 | 42.87% |
| July 31, 2023 | 42.87% |
| June 30, 2023 | 42.87% |
| May 31, 2023 | 42.87% |
| April 30, 2023 | 42.87% |
| March 31, 2023 | 42.87% |
| February 28, 2023 | 42.87% |
| January 31, 2023 | 42.87% |
| December 31, 2022 | 42.87% |
| November 30, 2022 | 42.87% |
| October 31, 2022 | 42.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.87% |
| August 31, 2022 | 42.87% |
| July 31, 2022 | 42.87% |
| June 30, 2022 | 42.87% |
| May 31, 2022 | 42.87% |
| April 30, 2022 | 42.87% |
| March 31, 2022 | 39.47% |
| February 28, 2022 | 41.43% |
| January 31, 2022 | 41.43% |
| December 31, 2021 | 41.43% |
| November 30, 2021 | 41.43% |
| October 31, 2021 | 41.43% |
| September 30, 2021 | 41.43% |
| August 31, 2021 | 41.43% |
| July 31, 2021 | 41.43% |
| June 30, 2021 | 41.43% |
| May 31, 2021 | 41.43% |
| April 30, 2021 | 41.43% |
| March 31, 2021 | 41.43% |
| February 28, 2021 | 41.43% |
| January 31, 2021 | 41.43% |
| December 31, 2020 | 41.43% |
| November 30, 2020 | 41.43% |
| October 31, 2020 | 41.43% |
| September 30, 2020 | 41.43% |
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
39.47%
Minimum
Mar 2022
42.87%
Maximum
Apr 2022
42.14%
Average
42.87%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Globus Medical Inc | 47.91% |
| IQVIA Holdings Inc | 49.43% |
| Fortrea Holdings Inc | -- |
| CEL-SCI Corp | 96.78% |
| AIM ImmunoTech Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.67 |
| Beta (5Y) | 1.366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.74% |
| Historical Sharpe Ratio (5Y) | 0.7324 |
| Historical Sortino (5Y) | 1.302 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.09% |