Ontrak Inc (OTRK)

1.44 -0.02 (-1.37%) USD  |  NASDAQ  |  Dec 20, 16:00
1.51 +0.07 (+4.86%) After-Hours: 20:00
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Ontrak Max Drawdown (5Y): 99.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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MultiPlan Corp --
Spok Holdings Inc 61.03%
Performant Healthcare Inc 88.55%
DarioHealth Corp 98.20%
FOXO Technologies Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -110.25
Beta (5Y) 2.569
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 154.2%
Historical Sharpe Ratio (5Y) -0.4925
Historical Sortino (5Y) -1.392
Monthly Value at Risk (VaR) 5% (5Y Lookback) 50.36%