Natera Inc (NTRA)
169.41
+1.53
(+0.91%)
USD |
NASDAQ |
Nov 21, 16:00
170.00
+0.59
(+0.35%)
After-Hours: 20:00
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 | 67.02% |
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 | 70.32% |
January 31, 2021 | 70.93% |
December 31, 2020 | 70.93% |
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
67.02%
Minimum
Mar 2021
77.74%
Maximum
May 2022
73.71%
Average
76.87%
Median
Max Drawdown (5Y) Benchmarks
Progyny Inc | -- |
Delcath Systems Inc | 100.0% |
Star Equity Holdings Inc | 98.07% |
Exact Sciences Corp | 80.42% |
CytoSorbents Corp | 93.94% |
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% |