ENDRA Life Sciences Inc (NDRA)
0.297
+0.01
(+4.98%)
USD |
NASDAQ |
May 01, 16:00
0.297
0.00 (0.00%)
After-Hours: 20:00
ENDRA Life Sciences Max Drawdown (5Y): 99.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.60% |
| March 31, 2024 | 99.02% |
| February 29, 2024 | 99.02% |
| January 31, 2024 | 99.02% |
| December 31, 2023 | 99.02% |
| November 30, 2023 | 99.02% |
| October 31, 2023 | 99.02% |
| September 30, 2023 | 99.02% |
| August 31, 2023 | 99.02% |
| July 31, 2023 | 98.85% |
| June 30, 2023 | 98.81% |
| May 31, 2023 | 98.81% |
| April 30, 2023 | 98.81% |
| March 31, 2023 | 97.88% |
| February 28, 2023 | 96.97% |
| January 31, 2023 | 96.97% |
| December 31, 2022 | 96.97% |
| November 30, 2022 | 96.97% |
| October 31, 2022 | 96.47% |
| September 30, 2022 | 96.47% |
| August 31, 2022 | 96.47% |
| July 31, 2022 | 96.47% |
| June 30, 2022 | 96.47% |
| May 31, 2022 | 96.47% |
| April 30, 2022 | 95.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.34% |
| February 28, 2022 | 92.71% |
| January 31, 2022 | 89.46% |
| December 31, 2021 | 88.33% |
| November 30, 2021 | 88.33% |
| October 31, 2021 | 88.33% |
| September 30, 2021 | 88.33% |
| August 31, 2021 | 88.33% |
| July 31, 2021 | 88.33% |
| June 30, 2021 | 88.33% |
| May 31, 2021 | 88.33% |
| April 30, 2021 | 88.33% |
| March 31, 2021 | 88.33% |
| February 28, 2021 | 88.33% |
| January 31, 2021 | 88.33% |
| December 31, 2020 | 88.33% |
| November 30, 2020 | 88.33% |
| October 31, 2020 | 88.33% |
| September 30, 2020 | 88.33% |
| August 31, 2020 | 88.33% |
| July 31, 2020 | 88.33% |
| June 30, 2020 | 88.33% |
| May 31, 2020 | 88.33% |
| April 30, 2020 | 88.17% |
| March 31, 2020 | 87.96% |
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
81.11%
Minimum
May 2019
99.60%
Maximum
Apr 2024
91.73%
Average
88.33%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Cutera Inc | 98.09% |
| Dynatronics Corp | 96.99% |
| Stereotaxis Inc | 86.04% |
| Electromed Inc | 55.84% |
| Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.48 |
| Beta (5Y) | 1.133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.9% |
| Historical Sharpe Ratio (5Y) | -0.4953 |
| Historical Sortino (5Y) | -1.194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.23% |