Natera Inc (NTRA)
124.36
+0.92
(+0.74%)
USD |
NASDAQ |
Nov 05, 16:00
125.34
+0.98
(+0.79%)
After-Hours: 18:51
Natera Max Drawdown (5Y): 77.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.74% |
September 30, 2024 | 77.74% |
August 31, 2024 | 77.74% |
July 31, 2024 | 77.74% |
June 30, 2024 | 77.74% |
May 31, 2024 | 77.74% |
April 30, 2024 | 77.74% |
March 31, 2024 | 77.74% |
February 29, 2024 | 77.74% |
January 31, 2024 | 77.74% |
December 31, 2023 | 77.74% |
November 30, 2023 | 77.74% |
October 31, 2023 | 77.74% |
September 30, 2023 | 77.74% |
August 31, 2023 | 77.74% |
July 31, 2023 | 77.74% |
June 30, 2023 | 77.74% |
May 31, 2023 | 77.74% |
April 30, 2023 | 77.74% |
March 31, 2023 | 77.74% |
February 28, 2023 | 77.74% |
January 31, 2023 | 77.74% |
December 31, 2022 | 77.74% |
November 30, 2022 | 77.74% |
October 31, 2022 | 77.74% |
Date | Value |
---|---|
September 30, 2022 | 77.74% |
August 31, 2022 | 77.74% |
July 31, 2022 | 77.74% |
June 30, 2022 | 77.74% |
May 31, 2022 | 77.74% |
April 30, 2022 | 76.01% |
March 31, 2022 | 76.01% |
February 28, 2022 | 64.73% |
January 31, 2022 | 67.02% |
December 31, 2021 | 67.02% |
November 30, 2021 | 67.02% |
October 31, 2021 | 67.02% |
September 30, 2021 | 67.02% |
August 31, 2021 | 67.02% |
July 31, 2021 | 67.02% |
June 30, 2021 | 67.02% |
May 31, 2021 | 67.02% |
April 30, 2021 | 67.02% |
March 31, 2021 | 67.02% |
February 28, 2021 | 67.02% |
January 31, 2021 | 67.02% |
December 31, 2020 | 67.02% |
November 30, 2020 | 70.93% |
October 31, 2020 | 70.93% |
September 30, 2020 | 70.93% |
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
64.73%
Minimum
Feb 2022
77.74%
Maximum
May 2022
73.49%
Average
76.87%
Median
Max Drawdown (5Y) Benchmarks
Delcath Systems Inc | 100.0% |
Star Equity Holdings Inc | 97.96% |
Exact Sciences Corp | 80.42% |
CytoSorbents Corp | 93.94% |
Progyny Inc | 77.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.583 |
Beta (5Y) | 1.532 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.99% |
Historical Sharpe Ratio (5Y) | 0.4027 |
Historical Sortino (5Y) | 0.6622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.76% |