OptimizeRx Corp (OPRX)
10.80
-0.11
(-1.01%)
USD |
NASDAQ |
May 10, 16:00
10.80
0.00 (0.00%)
After-Hours: 18:41
OptimizeRx Max Drawdown (5Y): 92.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 85.98% |
| August 31, 2022 | 84.64% |
| July 31, 2022 | 79.19% |
| June 30, 2022 | 79.19% |
| May 31, 2022 | 79.19% |
| April 30, 2022 | 79.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 79.19% |
| February 28, 2022 | 79.19% |
| January 31, 2022 | 79.19% |
| December 31, 2021 | 79.19% |
| November 30, 2021 | 79.19% |
| October 31, 2021 | 79.19% |
| September 30, 2021 | 79.19% |
| August 31, 2021 | 79.19% |
| July 31, 2021 | 79.19% |
| June 30, 2021 | 79.19% |
| May 31, 2021 | 79.19% |
| April 30, 2021 | 79.19% |
| March 31, 2021 | 79.19% |
| February 28, 2021 | 79.19% |
| January 31, 2021 | 79.19% |
| December 31, 2020 | 79.19% |
| November 30, 2020 | 79.19% |
| October 31, 2020 | 79.19% |
| September 30, 2020 | 79.19% |
| August 31, 2020 | 79.19% |
| July 31, 2020 | 79.19% |
| June 30, 2020 | 79.19% |
| May 31, 2020 | 79.19% |
| April 30, 2020 | 79.19% |
| March 31, 2020 | 79.19% |
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
79.19%
Minimum
May 2019
92.80%
Maximum
Oct 2023
82.70%
Average
79.19%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| Health Catalyst Inc | -- |
| Option Care Health Inc | 70.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.60 |
| Beta (5Y) | 1.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.61% |
| Historical Sharpe Ratio (5Y) | -0.0553 |
| Historical Sortino (5Y) | -0.094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.13% |