Organogenesis Holdings Inc (ORGO)
2.865
0.00 (0.00%)
USD |
NASDAQ |
Apr 19, 15:26
Organogenesis Holdings Max Drawdown (5Y): 98.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.74% |
| February 29, 2024 | 98.74% |
| January 31, 2024 | 98.74% |
| December 31, 2023 | 98.74% |
| November 30, 2023 | 98.74% |
| October 31, 2023 | 98.74% |
| September 30, 2023 | 98.74% |
| August 31, 2023 | 98.74% |
| July 31, 2023 | 98.74% |
| June 30, 2023 | 98.74% |
| May 31, 2023 | 98.74% |
| April 30, 2023 | 98.74% |
| March 31, 2023 | 98.74% |
| February 28, 2023 | 98.41% |
| January 31, 2023 | 98.35% |
| December 31, 2022 | 98.35% |
| November 30, 2022 | 98.27% |
| October 31, 2022 | 98.09% |
| September 30, 2022 | 98.09% |
| August 31, 2022 | 98.09% |
| July 31, 2022 | 98.09% |
| June 30, 2022 | 98.09% |
| May 31, 2022 | 98.09% |
| April 30, 2022 | 98.09% |
| March 31, 2022 | 98.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.09% |
| January 31, 2022 | 98.09% |
| December 31, 2021 | 98.09% |
| November 30, 2021 | 98.09% |
| October 31, 2021 | 98.09% |
| September 30, 2021 | 98.09% |
| August 31, 2021 | 98.09% |
| July 31, 2021 | 98.09% |
| June 30, 2021 | 98.09% |
| May 31, 2021 | 98.09% |
| April 30, 2021 | 98.09% |
| March 31, 2021 | 98.09% |
| February 28, 2021 | 98.09% |
| January 31, 2021 | 98.09% |
| December 31, 2020 | 98.09% |
| November 30, 2020 | 98.09% |
| October 31, 2020 | 98.09% |
| September 30, 2020 | 98.09% |
| August 31, 2020 | 98.09% |
| July 31, 2020 | 98.09% |
| June 30, 2020 | 98.09% |
| May 31, 2020 | 98.09% |
| April 30, 2020 | 98.09% |
| March 31, 2020 | 98.05% |
| February 29, 2020 | 97.62% |
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
95.35%
Minimum
Apr 2019
98.74%
Maximum
Mar 2023
98.04%
Average
98.09%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.90% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Ampio Pharmaceuticals Inc | 99.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.83 |
| Beta (5Y) | 1.546 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.42% |
| Historical Sharpe Ratio (5Y) | -0.2328 |
| Historical Sortino (5Y) | -0.5222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.97% |