Omnicell Inc (OMCL)
47.81
-1.08
(-2.21%)
USD |
NASDAQ |
Nov 13, 16:00
47.82
+0.01
(+0.02%)
After-Hours: 20:00
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 | 92.66% |
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% |