Omnicell Inc (OMCL)
46.57
+0.88
(+1.93%)
USD |
NASDAQ |
Nov 25, 15:12
Omnicell Max Drawdown (5Y): 86.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.05% |
| September 30, 2024 | 86.05% |
| August 31, 2024 | 86.05% |
| July 31, 2024 | 86.05% |
| June 30, 2024 | 85.76% |
| May 31, 2024 | 85.76% |
| April 30, 2024 | 85.76% |
| March 31, 2024 | 85.76% |
| February 29, 2024 | 85.76% |
| January 31, 2024 | 84.08% |
| December 31, 2023 | 84.08% |
| November 30, 2023 | 84.08% |
| October 31, 2023 | 81.02% |
| September 30, 2023 | 75.71% |
| August 31, 2023 | 74.82% |
| July 31, 2023 | 74.82% |
| June 30, 2023 | 74.82% |
| May 31, 2023 | 74.82% |
| April 30, 2023 | 74.82% |
| March 31, 2023 | 74.82% |
| February 28, 2023 | 74.82% |
| January 31, 2023 | 74.82% |
| December 31, 2022 | 74.82% |
| November 30, 2022 | 74.82% |
| October 31, 2022 | 60.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.13% |
| August 31, 2022 | 44.29% |
| July 31, 2022 | 42.47% |
| June 30, 2022 | 42.47% |
| May 31, 2022 | 42.47% |
| April 30, 2022 | 41.51% |
| March 31, 2022 | 39.91% |
| February 28, 2022 | 39.91% |
| January 31, 2022 | 39.91% |
| December 31, 2021 | 39.91% |
| November 30, 2021 | 39.91% |
| October 31, 2021 | 39.91% |
| September 30, 2021 | 39.91% |
| August 31, 2021 | 39.91% |
| July 31, 2021 | 39.91% |
| June 30, 2021 | 39.91% |
| May 31, 2021 | 39.91% |
| April 30, 2021 | 39.91% |
| March 31, 2021 | 39.91% |
| February 28, 2021 | 39.91% |
| January 31, 2021 | 39.91% |
| December 31, 2020 | 39.91% |
| November 30, 2020 | 39.91% |
| October 31, 2020 | 39.91% |
| September 30, 2020 | 39.91% |
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
37.04%
Minimum
Nov 2019
86.05%
Maximum
Jul 2024
56.72%
Average
41.99%
Median
Max Drawdown (5Y) Benchmarks
| 10x Genomics Inc | -- |
| American Shared Hospital Services | 73.16% |
| Astrana Health Inc | 77.25% |
| Cryo-Cell International Inc | 76.33% |
| P3 Health Partners Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.99 |
| Beta (5Y) | 0.8131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.97% |
| Historical Sharpe Ratio (5Y) | -0.1938 |
| Historical Sortino (5Y) | -0.3101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.15% |