NeoGenomics Inc (NEO)
16.39
+1.00
(+6.50%)
USD |
NASDAQ |
Nov 22, 16:00
16.38
0.00 (0.00%)
After-Hours: 20:00
NeoGenomics Max Drawdown (5Y): 89.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 89.23% |
September 30, 2024 | 89.23% |
August 31, 2024 | 89.23% |
July 31, 2024 | 89.23% |
June 30, 2024 | 89.23% |
May 31, 2024 | 89.23% |
April 30, 2024 | 89.23% |
March 31, 2024 | 89.23% |
February 29, 2024 | 89.23% |
January 31, 2024 | 89.23% |
December 31, 2023 | 89.23% |
November 30, 2023 | 89.23% |
October 31, 2023 | 89.23% |
September 30, 2023 | 89.23% |
August 31, 2023 | 89.23% |
July 31, 2023 | 89.23% |
June 30, 2023 | 89.23% |
May 31, 2023 | 89.23% |
April 30, 2023 | 89.23% |
March 31, 2023 | 89.23% |
February 28, 2023 | 89.23% |
January 31, 2023 | 89.23% |
December 31, 2022 | 89.23% |
November 30, 2022 | 89.23% |
October 31, 2022 | 89.23% |
Date | Value |
---|---|
September 30, 2022 | 88.21% |
August 31, 2022 | 88.21% |
July 31, 2022 | 88.21% |
June 30, 2022 | 88.21% |
May 31, 2022 | 87.68% |
April 30, 2022 | 84.22% |
March 31, 2022 | 79.71% |
February 28, 2022 | 69.07% |
January 31, 2022 | 66.35% |
December 31, 2021 | 49.08% |
November 30, 2021 | 42.79% |
October 31, 2021 | 40.62% |
September 30, 2021 | 40.62% |
August 31, 2021 | 40.62% |
July 31, 2021 | 40.62% |
June 30, 2021 | 40.62% |
May 31, 2021 | 40.62% |
April 30, 2021 | 40.62% |
March 31, 2021 | 40.62% |
February 28, 2021 | 40.62% |
January 31, 2021 | 40.62% |
December 31, 2020 | 40.62% |
November 30, 2020 | 40.62% |
October 31, 2020 | 40.62% |
September 30, 2020 | 40.62% |
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
39.24%
Minimum
Jan 2020
89.23%
Maximum
Oct 2022
67.24%
Average
85.95%
Median
Max Drawdown (5Y) Benchmarks
Bruker Corp | 46.31% |
Henry Schein Inc | 41.42% |
Karyopharm Therapeutics Inc | 97.56% |
Apellis Pharmaceuticals Inc | -- |
Beam Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.62 |
Beta (5Y) | 1.187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.85% |
Historical Sharpe Ratio (5Y) | -0.1957 |
Historical Sortino (5Y) | -0.3764 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.04% |