NeoGenomics Inc (NEO)
13.59
-0.55
(-3.89%)
USD |
NASDAQ |
Nov 05, 09:33
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
Nov 2019
89.23%
Maximum
Oct 2022
67.20%
Average
85.95%
Median
Max Drawdown (5Y) Benchmarks
| Corcept Therapeutics Inc | 60.35% |
| Hologic Inc | 46.24% |
| Ekso Bionics Holdings Inc | 98.69% |
| T2 Biosystems Inc | 100.00% |
| CEL-SCI Corp | 96.78% |
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% |