Orthofix Medical Inc (OFIX)
12.97
-0.13
(-0.99%)
USD |
NASDAQ |
Apr 26, 11:36
Orthofix Medical Max Drawdown (5Y): 85.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.69% |
| February 29, 2024 | 85.69% |
| January 31, 2024 | 85.69% |
| December 31, 2023 | 85.69% |
| November 30, 2023 | 85.69% |
| October 31, 2023 | 84.30% |
| September 30, 2023 | 81.69% |
| August 31, 2023 | 78.84% |
| July 31, 2023 | 78.84% |
| June 30, 2023 | 78.84% |
| May 31, 2023 | 78.84% |
| April 30, 2023 | 78.84% |
| March 31, 2023 | 78.84% |
| February 28, 2023 | 78.84% |
| January 31, 2023 | 78.84% |
| December 31, 2022 | 78.84% |
| November 30, 2022 | 78.84% |
| October 31, 2022 | 78.84% |
| September 30, 2022 | 71.78% |
| August 31, 2022 | 70.61% |
| July 31, 2022 | 66.43% |
| June 30, 2022 | 66.43% |
| May 31, 2022 | 66.43% |
| April 30, 2022 | 66.43% |
| March 31, 2022 | 66.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 66.43% |
| January 31, 2022 | 66.43% |
| December 31, 2021 | 66.43% |
| November 30, 2021 | 66.43% |
| October 31, 2021 | 66.43% |
| September 30, 2021 | 66.43% |
| August 31, 2021 | 66.43% |
| July 31, 2021 | 66.43% |
| June 30, 2021 | 66.43% |
| May 31, 2021 | 66.43% |
| April 30, 2021 | 66.43% |
| March 31, 2021 | 66.43% |
| February 28, 2021 | 66.43% |
| January 31, 2021 | 66.43% |
| December 31, 2020 | 66.43% |
| November 30, 2020 | 66.43% |
| October 31, 2020 | 66.43% |
| September 30, 2020 | 66.43% |
| August 31, 2020 | 66.43% |
| July 31, 2020 | 66.43% |
| June 30, 2020 | 66.43% |
| May 31, 2020 | 66.43% |
| April 30, 2020 | 66.43% |
| March 31, 2020 | 66.43% |
| February 29, 2020 | 47.81% |
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
37.94%
Minimum
Sep 2019
85.69%
Maximum
Nov 2023
66.07%
Average
66.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| Globus Medical Inc | 47.91% |
| Paragon 28 Inc | -- |
| ZimVie Inc | -- |
| Perspective Therapeutics Inc | 91.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.40 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.00% |
| Historical Sharpe Ratio (5Y) | -0.5992 |
| Historical Sortino (5Y) | -0.8124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.17% |