Orthofix Medical Inc (OFIX)
18.68
-0.19
(-1.01%)
USD |
NASDAQ |
Nov 21, 16:00
18.72
+0.04
(+0.21%)
After-Hours: 20:00
Orthofix Medical Max Drawdown (5Y): 85.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.69% |
| September 30, 2024 | 85.69% |
| August 31, 2024 | 85.69% |
| July 31, 2024 | 85.69% |
| June 30, 2024 | 85.69% |
| May 31, 2024 | 85.69% |
| April 30, 2024 | 85.69% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
38.69%
Minimum
Nov 2019
85.69%
Maximum
Nov 2023
71.57%
Average
66.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| InfuSystems Holdings Inc | 74.69% |
| Xtant Medical Holdings Inc | 98.74% |
| Catheter Precision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.28 |
| Beta (5Y) | 1.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.71% |
| Historical Sharpe Ratio (5Y) | -0.4414 |
| Historical Sortino (5Y) | -0.6243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.17% |