SI-BONE Inc (SIBN)
12.56
+0.27
(+2.20%)
USD |
NASDAQ |
Nov 22, 16:00
12.56
0.00 (0.00%)
After-Hours: 20:00
SI-BONE Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Cutera Inc | 99.20% |
IRIDEX Corp | 91.46% |
Stereotaxis Inc | 86.04% |
Electromed Inc | 55.84% |
Myomo Inc | 99.75% |
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% |