Insulet Corp (PODD)
262.93
+0.93
(+0.36%)
USD |
NASDAQ |
Nov 22, 16:00
260.15
-2.78
(-1.06%)
After-Hours: 20:00
Insulet Max Drawdown (5Y): 61.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.31% |
September 30, 2024 | 61.31% |
August 31, 2024 | 61.31% |
July 31, 2024 | 61.31% |
June 30, 2024 | 61.31% |
May 31, 2024 | 61.31% |
April 30, 2024 | 61.31% |
March 31, 2024 | 61.31% |
February 29, 2024 | 61.31% |
January 31, 2024 | 61.31% |
December 31, 2023 | 61.31% |
November 30, 2023 | 61.31% |
October 31, 2023 | 61.31% |
September 30, 2023 | 53.16% |
August 31, 2023 | 45.13% |
July 31, 2023 | 41.44% |
June 30, 2023 | 41.44% |
May 31, 2023 | 41.44% |
April 30, 2023 | 41.44% |
March 31, 2023 | 41.44% |
February 28, 2023 | 41.44% |
January 31, 2023 | 41.44% |
December 31, 2022 | 41.44% |
November 30, 2022 | 41.44% |
October 31, 2022 | 41.44% |
Date | Value |
---|---|
September 30, 2022 | 41.44% |
August 31, 2022 | 41.44% |
July 31, 2022 | 41.44% |
June 30, 2022 | 41.44% |
May 31, 2022 | 41.44% |
April 30, 2022 | 39.93% |
March 31, 2022 | 39.93% |
February 28, 2022 | 39.93% |
January 31, 2022 | 39.93% |
December 31, 2021 | 39.93% |
November 30, 2021 | 39.93% |
October 31, 2021 | 39.93% |
September 30, 2021 | 39.93% |
August 31, 2021 | 39.93% |
July 31, 2021 | 39.93% |
June 30, 2021 | 39.93% |
May 31, 2021 | 43.76% |
April 30, 2021 | 46.41% |
March 31, 2021 | 46.41% |
February 28, 2021 | 46.41% |
January 31, 2021 | 50.82% |
December 31, 2020 | 50.82% |
November 30, 2020 | 50.82% |
October 31, 2020 | 50.82% |
September 30, 2020 | 50.82% |
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
39.93%
Minimum
Jun 2021
61.31%
Maximum
Oct 2023
48.36%
Average
46.41%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Baxter International Inc | 64.18% |
Boston Scientific Corp | 43.49% |
Haemonetics Corp | 68.62% |
Globus Medical Inc | 47.91% |
Bioventus Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.330 |
Beta (5Y) | 1.219 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.41% |
Historical Sharpe Ratio (5Y) | 0.1705 |
Historical Sortino (5Y) | 0.2673 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.64% |