Surmodics Inc (SRDX)
41.95
-0.05
(-0.12%)
USD |
NASDAQ |
Jun 14, 16:00
41.97
+0.02
(+0.05%)
After-Hours: 20:00
Surmodics Max Drawdown (5Y): 78.68% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 78.68% |
April 30, 2024 | 78.68% |
March 31, 2024 | 78.68% |
February 29, 2024 | 78.68% |
January 31, 2024 | 78.68% |
December 31, 2023 | 78.68% |
November 30, 2023 | 78.68% |
October 31, 2023 | 78.68% |
September 30, 2023 | 78.68% |
August 31, 2023 | 78.68% |
July 31, 2023 | 78.68% |
June 30, 2023 | 78.68% |
May 31, 2023 | 78.68% |
April 30, 2023 | 78.68% |
March 31, 2023 | 78.68% |
February 28, 2023 | 72.82% |
January 31, 2023 | 72.05% |
December 31, 2022 | 72.05% |
November 30, 2022 | 72.05% |
October 31, 2022 | 72.05% |
September 30, 2022 | 72.05% |
August 31, 2022 | 72.05% |
July 31, 2022 | 72.05% |
June 30, 2022 | 72.05% |
May 31, 2022 | 72.05% |
Date | Value |
---|---|
April 30, 2022 | 72.05% |
March 31, 2022 | 72.05% |
February 28, 2022 | 72.05% |
January 31, 2022 | 72.05% |
December 31, 2021 | 72.05% |
November 30, 2021 | 72.05% |
October 31, 2021 | 72.05% |
September 30, 2021 | 72.05% |
August 31, 2021 | 72.05% |
July 31, 2021 | 72.05% |
June 30, 2021 | 72.05% |
May 31, 2021 | 72.05% |
April 30, 2021 | 72.05% |
March 31, 2021 | 72.05% |
February 28, 2021 | 72.05% |
January 31, 2021 | 72.05% |
December 31, 2020 | 72.05% |
November 30, 2020 | 72.05% |
October 31, 2020 | 72.05% |
September 30, 2020 | 72.05% |
August 31, 2020 | 72.05% |
July 31, 2020 | 72.05% |
June 30, 2020 | 72.05% |
May 31, 2020 | 72.05% |
April 30, 2020 | 72.05% |
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
52.42%
Minimum
Jun 2019
78.68%
Maximum
Mar 2023
70.84%
Average
72.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atrion Corp | 67.12% |
Boston Scientific Corp | 43.49% |
ResMed Inc | 53.98% |
Semler Scientific Inc | 87.15% |
Glaukos Corp | 69.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.49 |
Beta (5Y) | 1.176 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.65% |
Historical Sharpe Ratio (5Y) | -0.0266 |
Historical Sortino (5Y) | -0.0515 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.32% |