Medpace Holdings Inc (MEDP)

342.03 +2.98 (+0.88%) USD  |  NASDAQ  |  Dec 24, 11:07
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Medpace Holdings Max Drawdown (5Y): 42.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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IQVIA Holdings Inc 49.43%
Fortrea Holdings Inc --
CEL-SCI Corp 97.97%
AIM ImmunoTech Inc 99.75%
IGC Pharma Inc 97.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.09
Beta (5Y) 1.367
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.83%
Historical Sharpe Ratio (5Y) 0.7552
Historical Sortino (5Y) 1.354
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.09%