SI-BONE Inc (SIBN)
13.63
+0.14
(+1.04%)
USD |
NASDAQ |
Nov 04, 16:00
13.64
+0.02
(+0.11%)
After-Hours: 20:00
SI-BONE Max Drawdown (5Y): 68.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.77% |
| September 30, 2024 | 68.77% |
| August 31, 2024 | 68.77% |
| July 31, 2024 | 68.77% |
| June 30, 2024 | 68.77% |
| May 31, 2024 | 68.77% |
| April 30, 2024 | 68.77% |
| March 31, 2024 | 68.77% |
| February 29, 2024 | 68.77% |
| January 31, 2024 | 68.77% |
| December 31, 2023 | 68.77% |
| November 30, 2023 | 68.77% |
| October 31, 2023 | 68.77% |
| September 30, 2023 | 68.77% |
| August 31, 2023 | 68.77% |
| July 31, 2023 | 68.77% |
| June 30, 2023 | 68.77% |
| May 31, 2023 | 68.77% |
| April 30, 2023 | 68.77% |
| March 31, 2023 | 68.77% |
| February 28, 2023 | 68.77% |
| January 31, 2023 | 68.77% |
| December 31, 2022 | 68.77% |
| November 30, 2022 | 68.77% |
| October 31, 2022 | 66.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.49% |
| August 31, 2022 | 66.49% |
| July 31, 2022 | 66.49% |
| June 30, 2022 | 66.49% |
| May 31, 2022 | 66.49% |
| April 30, 2022 | 63.12% |
| March 31, 2022 | 63.12% |
| February 28, 2022 | 63.12% |
| January 31, 2022 | 63.12% |
| December 31, 2021 | 63.12% |
| November 30, 2021 | 63.12% |
| October 31, 2021 | 63.12% |
| September 30, 2021 | 63.12% |
| August 31, 2021 | 63.12% |
| July 31, 2021 | 63.12% |
| June 30, 2021 | 63.12% |
| May 31, 2021 | 63.12% |
| April 30, 2021 | 63.12% |
| March 31, 2021 | 63.12% |
| February 28, 2021 | 63.12% |
| January 31, 2021 | 63.12% |
| December 31, 2020 | 63.12% |
| November 30, 2020 | 63.12% |
| October 31, 2020 | 63.12% |
| September 30, 2020 | 63.12% |
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
32.30%
Minimum
Nov 2019
68.77%
Maximum
Nov 2022
63.66%
Average
64.81%
Median
Max Drawdown (5Y) Benchmarks
| Stereotaxis Inc | 86.04% |
| Cutera Inc | 99.20% |
| IRIDEX Corp | 91.46% |
| Electromed Inc | 55.84% |
| Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.84 |
| Beta (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.43% |
| Historical Sharpe Ratio (5Y) | -0.1053 |
| Historical Sortino (5Y) | -0.1675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.83% |