OptimizeRx Corp (OPRX)

4.89 +0.14 (+2.95%) USD  |  NASDAQ  |  Dec 20, 16:00
4.90 +0.01 (+0.20%) After-Hours: 20:00
More

OptimizeRx Max Drawdown (5Y): 96.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for OPRX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Regional Health Properties Inc 98.51%
Amedisys Inc 77.79%
Addus HomeCare Corp 53.38%
Health Catalyst Inc 90.65%
Option Care Health Inc 71.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -32.94
Beta (5Y) 1.341
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 72.29%
Historical Sharpe Ratio (5Y) -0.2079
Historical Sortino (5Y) -0.3673
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.77%