OptimizeRx Corp (OPRX)
4.485
+0.06
(+1.47%)
USD |
NASDAQ |
Nov 21, 16:00
4.485
0.00 (0.00%)
After-Hours: 20:00
OptimizeRx Max Drawdown (5Y): 94.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.67% |
| September 30, 2024 | 92.80% |
| August 31, 2024 | 92.80% |
| July 31, 2024 | 92.80% |
| June 30, 2024 | 92.80% |
| May 31, 2024 | 92.80% |
| April 30, 2024 | 92.80% |
| March 31, 2024 | 92.80% |
| February 29, 2024 | 92.80% |
| January 31, 2024 | 92.80% |
| December 31, 2023 | 92.80% |
| November 30, 2023 | 92.80% |
| October 31, 2023 | 92.80% |
| September 30, 2023 | 92.42% |
| August 31, 2023 | 92.39% |
| July 31, 2023 | 88.13% |
| June 30, 2023 | 88.13% |
| May 31, 2023 | 88.13% |
| April 30, 2023 | 87.20% |
| March 31, 2023 | 87.20% |
| February 28, 2023 | 85.98% |
| January 31, 2023 | 85.98% |
| December 31, 2022 | 85.98% |
| November 30, 2022 | 85.98% |
| October 31, 2022 | 85.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.98% |
| August 31, 2022 | 84.64% |
| July 31, 2022 | 79.03% |
| June 30, 2022 | 77.61% |
| May 31, 2022 | 77.61% |
| April 30, 2022 | 71.32% |
| March 31, 2022 | 67.80% |
| February 28, 2022 | 67.80% |
| January 31, 2022 | 67.80% |
| December 31, 2021 | 67.80% |
| November 30, 2021 | 67.80% |
| October 31, 2021 | 67.80% |
| September 30, 2021 | 67.80% |
| August 31, 2021 | 67.80% |
| July 31, 2021 | 67.80% |
| June 30, 2021 | 67.80% |
| May 31, 2021 | 67.80% |
| April 30, 2021 | 67.80% |
| March 31, 2021 | 67.80% |
| February 28, 2021 | 67.80% |
| January 31, 2021 | 67.80% |
| December 31, 2020 | 67.80% |
| November 30, 2020 | 67.80% |
| October 31, 2020 | 67.80% |
| September 30, 2020 | 67.80% |
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
67.80%
Minimum
Dec 2019
94.67%
Maximum
Oct 2024
78.42%
Average
74.46%
Median
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| Health Catalyst Inc | 90.65% |
| Option Care Health Inc | 65.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.04 |
| Beta (5Y) | 1.317 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.45% |
| Historical Sharpe Ratio (5Y) | -0.2665 |
| Historical Sortino (5Y) | -0.4675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.13% |