Merit Medical Systems Inc (MMSI)
74.12
-0.08
(-0.11%)
USD |
NASDAQ |
Apr 24, 16:00
74.05
-0.07
(-0.09%)
After-Hours: 20:00
Merit Medical Systems Max Drawdown (5Y): 68.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.68% |
| February 29, 2024 | 68.68% |
| January 31, 2024 | 68.68% |
| December 31, 2023 | 68.68% |
| November 30, 2023 | 68.68% |
| October 31, 2023 | 68.68% |
| September 30, 2023 | 68.68% |
| August 31, 2023 | 68.68% |
| July 31, 2023 | 68.68% |
| June 30, 2023 | 68.68% |
| May 31, 2023 | 68.68% |
| April 30, 2023 | 68.68% |
| March 31, 2023 | 68.68% |
| February 28, 2023 | 68.68% |
| January 31, 2023 | 68.68% |
| December 31, 2022 | 68.68% |
| November 30, 2022 | 68.68% |
| October 31, 2022 | 68.68% |
| September 30, 2022 | 68.68% |
| August 31, 2022 | 68.68% |
| July 31, 2022 | 68.68% |
| June 30, 2022 | 68.68% |
| May 31, 2022 | 68.68% |
| April 30, 2022 | 68.68% |
| March 31, 2022 | 68.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.68% |
| January 31, 2022 | 68.68% |
| December 31, 2021 | 68.68% |
| November 30, 2021 | 68.68% |
| October 31, 2021 | 68.68% |
| September 30, 2021 | 68.68% |
| August 31, 2021 | 68.68% |
| July 31, 2021 | 68.68% |
| June 30, 2021 | 68.68% |
| May 31, 2021 | 68.68% |
| April 30, 2021 | 68.68% |
| March 31, 2021 | 68.68% |
| February 28, 2021 | 68.68% |
| January 31, 2021 | 68.68% |
| December 31, 2020 | 68.68% |
| November 30, 2020 | 68.68% |
| October 31, 2020 | 68.68% |
| September 30, 2020 | 68.68% |
| August 31, 2020 | 68.68% |
| July 31, 2020 | 68.68% |
| June 30, 2020 | 68.68% |
| May 31, 2020 | 68.68% |
| April 30, 2020 | 68.68% |
| March 31, 2020 | 68.68% |
| February 29, 2020 | 68.68% |
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
40.16%
Minimum
Jul 2019
68.68%
Maximum
Oct 2019
66.29%
Average
68.68%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Becton Dickinson & Co | 29.62% |
| Integer Holdings Corp | 52.29% |
| Abbott Laboratories | 33.88% |
| Insulet Corp | 61.31% |
| West Pharmaceutical Services Inc | 55.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.479 |
| Beta (5Y) | 0.8907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.77% |
| Historical Sharpe Ratio (5Y) | 0.0569 |
| Historical Sortino (5Y) | 0.0789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.36% |