Ontrak Inc (OTRK)
0.2529
-0.02
(-7.90%)
USD |
NASDAQ |
Apr 19, 16:00
0.2529
0.00 (0.00%)
After-Hours: 20:00
Ontrak Max Drawdown (5Y): 99.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.97% |
| February 29, 2024 | 99.97% |
| January 31, 2024 | 99.96% |
| December 31, 2023 | 99.93% |
| November 30, 2023 | 99.90% |
| October 31, 2023 | 99.88% |
| September 30, 2023 | 99.85% |
| August 31, 2023 | 99.84% |
| July 31, 2023 | 99.63% |
| June 30, 2023 | 99.63% |
| May 31, 2023 | 99.63% |
| April 30, 2023 | 99.63% |
| March 31, 2023 | 99.63% |
| February 28, 2023 | 99.63% |
| January 31, 2023 | 99.63% |
| December 31, 2022 | 99.63% |
| November 30, 2022 | 99.62% |
| October 31, 2022 | 99.62% |
| September 30, 2022 | 99.51% |
| August 31, 2022 | 99.34% |
| July 31, 2022 | 99.34% |
| June 30, 2022 | 98.88% |
| May 31, 2022 | 98.84% |
| April 30, 2022 | 98.75% |
| March 31, 2022 | 98.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.56% |
| January 31, 2022 | 96.97% |
| December 31, 2021 | 94.22% |
| November 30, 2021 | 93.61% |
| October 31, 2021 | 90.95% |
| September 30, 2021 | 89.99% |
| August 31, 2021 | 88.56% |
| July 31, 2021 | 76.98% |
| June 30, 2021 | 76.98% |
| May 31, 2021 | 76.98% |
| April 30, 2021 | 76.98% |
| March 31, 2021 | 76.98% |
| February 28, 2021 | 84.43% |
| January 31, 2021 | 84.43% |
| December 31, 2020 | 84.43% |
| November 30, 2020 | 87.09% |
| October 31, 2020 | 87.09% |
| September 30, 2020 | 87.09% |
| August 31, 2020 | 87.09% |
| July 31, 2020 | 87.09% |
| June 30, 2020 | 87.09% |
| May 31, 2020 | 87.09% |
| April 30, 2020 | 87.09% |
| March 31, 2020 | 87.09% |
| February 29, 2020 | 87.09% |
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
76.98%
Minimum
Mar 2021
99.97%
Maximum
Mar 2024
92.01%
Average
90.47%
Median
Max Drawdown (5Y) Benchmarks
| American Well Corp | -- |
| Spok Holdings Inc | 61.03% |
| National Research Corp | 53.71% |
| LogicMark Inc | 99.87% |
| FOXO Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -96.79 |
| Beta (5Y) | 2.433 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 143.2% |
| Historical Sharpe Ratio (5Y) | -0.4541 |
| Historical Sortino (5Y) | -1.156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.36% |