Rockwell Medical Inc (RMTI)
3.89
+0.10
(+2.64%)
USD |
NASDAQ |
Nov 04, 16:00
3.84
-0.05
(-1.29%)
After-Hours: 05:39
Rockwell Medical Max Drawdown (5Y): 98.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.87% |
| September 30, 2024 | 98.87% |
| August 31, 2024 | 98.87% |
| July 31, 2024 | 98.87% |
| June 30, 2024 | 98.87% |
| May 31, 2024 | 98.87% |
| April 30, 2024 | 98.87% |
| March 31, 2024 | 98.87% |
| February 29, 2024 | 98.87% |
| January 31, 2024 | 98.87% |
| December 31, 2023 | 98.87% |
| November 30, 2023 | 98.87% |
| October 31, 2023 | 98.87% |
| September 30, 2023 | 98.87% |
| August 31, 2023 | 98.87% |
| July 31, 2023 | 98.87% |
| June 30, 2023 | 98.87% |
| May 31, 2023 | 98.87% |
| April 30, 2023 | 98.87% |
| March 31, 2023 | 98.87% |
| February 28, 2023 | 98.87% |
| January 31, 2023 | 98.87% |
| December 31, 2022 | 98.87% |
| November 30, 2022 | 98.87% |
| October 31, 2022 | 98.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.73% |
| August 31, 2022 | 98.73% |
| July 31, 2022 | 98.73% |
| June 30, 2022 | 98.64% |
| May 31, 2022 | 98.52% |
| April 30, 2022 | 96.38% |
| March 31, 2022 | 96.38% |
| February 28, 2022 | 96.28% |
| January 31, 2022 | 95.80% |
| December 31, 2021 | 95.80% |
| November 30, 2021 | 95.18% |
| October 31, 2021 | 94.00% |
| September 30, 2021 | 93.50% |
| August 31, 2021 | 93.50% |
| July 31, 2021 | 91.84% |
| June 30, 2021 | 91.78% |
| May 31, 2021 | 91.78% |
| April 30, 2021 | 91.78% |
| March 31, 2021 | 91.78% |
| February 28, 2021 | 91.78% |
| January 31, 2021 | 91.78% |
| December 31, 2020 | 91.78% |
| November 30, 2020 | 91.78% |
| October 31, 2020 | 91.78% |
| September 30, 2020 | 91.65% |
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
90.07%
Minimum
Nov 2019
98.87%
Maximum
Nov 2022
95.69%
Average
97.45%
Median
Max Drawdown (5Y) Benchmarks
| ICU Medical Inc | 68.82% |
| Merit Medical Systems Inc | 60.66% |
| Cormedix Inc | 93.38% |
| Axogen Inc | 87.50% |
| Aquestive Therapeutics Inc | 96.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.30 |
| Beta (5Y) | 1.501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.97% |
| Historical Sharpe Ratio (5Y) | -0.3535 |
| Historical Sortino (5Y) | -0.7972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.64% |