Quanterix Corp (QTRX)
16.90
+0.42
(+2.58%)
USD |
NASDAQ |
May 02, 16:00
16.90
0.00 (0.00%)
After-Hours: 20:00
Quanterix Max Drawdown (5Y): 91.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.77% |
| March 31, 2024 | 91.77% |
| February 29, 2024 | 91.77% |
| January 31, 2024 | 91.77% |
| December 31, 2023 | 91.77% |
| November 30, 2023 | 91.77% |
| October 31, 2023 | 91.77% |
| September 30, 2023 | 91.77% |
| August 31, 2023 | 91.77% |
| July 31, 2023 | 91.77% |
| June 30, 2023 | 91.77% |
| May 31, 2023 | 91.77% |
| April 30, 2023 | 91.77% |
| March 31, 2023 | 91.77% |
| February 28, 2023 | 91.77% |
| January 31, 2023 | 91.77% |
| December 31, 2022 | 91.77% |
| November 30, 2022 | 91.77% |
| October 31, 2022 | 91.77% |
| September 30, 2022 | 91.77% |
| August 31, 2022 | 91.77% |
| July 31, 2022 | 83.38% |
| June 30, 2022 | 83.38% |
| May 31, 2022 | 82.99% |
| April 30, 2022 | 75.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.34% |
| February 28, 2022 | 70.11% |
| January 31, 2022 | 70.11% |
| December 31, 2021 | 68.43% |
| November 30, 2021 | 68.43% |
| October 31, 2021 | 68.43% |
| September 30, 2021 | 68.43% |
| August 31, 2021 | 68.43% |
| July 31, 2021 | 68.43% |
| June 30, 2021 | 68.43% |
| May 31, 2021 | 68.43% |
| April 30, 2021 | 68.43% |
| March 31, 2021 | 68.43% |
| February 28, 2021 | 68.43% |
| January 31, 2021 | 68.43% |
| December 31, 2020 | 68.43% |
| November 30, 2020 | 68.43% |
| October 31, 2020 | 68.43% |
| September 30, 2020 | 68.43% |
| August 31, 2020 | 68.43% |
| July 31, 2020 | 68.43% |
| June 30, 2020 | 68.43% |
| May 31, 2020 | 68.43% |
| April 30, 2020 | 68.43% |
| March 31, 2020 | 68.43% |
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
44.85%
Minimum
May 2019
91.77%
Maximum
Aug 2022
73.72%
Average
68.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hologic Inc | 46.24% |
| Nuwellis Inc | 100.00% |
| Varex Imaging Corp | 75.80% |
| Electromed Inc | 55.84% |
| Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.42 |
| Beta (5Y) | 1.412 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.85% |
| Historical Sharpe Ratio (5Y) | -0.116 |
| Historical Sortino (5Y) | -0.2094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.58% |