Sensus Healthcare Inc (SRTS)
8.855
-0.08
(-0.84%)
USD |
NASDAQ |
Nov 22, 14:05
Sensus Healthcare Max Drawdown (5Y): 87.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.51% |
| September 30, 2024 | 87.51% |
| August 31, 2024 | 87.51% |
| July 31, 2024 | 87.51% |
| June 30, 2024 | 87.51% |
| May 31, 2024 | 87.51% |
| April 30, 2024 | 87.51% |
| March 31, 2024 | 87.51% |
| February 29, 2024 | 87.51% |
| January 31, 2024 | 87.51% |
| December 31, 2023 | 87.51% |
| November 30, 2023 | 87.51% |
| October 31, 2023 | 85.37% |
| September 30, 2023 | 82.50% |
| August 31, 2023 | 82.50% |
| July 31, 2023 | 82.50% |
| June 30, 2023 | 82.50% |
| May 31, 2023 | 82.50% |
| April 30, 2023 | 80.17% |
| March 31, 2023 | 80.17% |
| February 28, 2023 | 80.17% |
| January 31, 2023 | 80.17% |
| December 31, 2022 | 80.17% |
| November 30, 2022 | 80.17% |
| October 31, 2022 | 80.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.17% |
| August 31, 2022 | 80.17% |
| July 31, 2022 | 80.17% |
| June 30, 2022 | 80.17% |
| May 31, 2022 | 80.17% |
| April 30, 2022 | 80.17% |
| March 31, 2022 | 80.17% |
| February 28, 2022 | 80.17% |
| January 31, 2022 | 80.17% |
| December 31, 2021 | 80.17% |
| November 30, 2021 | 80.17% |
| October 31, 2021 | 80.17% |
| September 30, 2021 | 80.17% |
| August 31, 2021 | 80.17% |
| July 31, 2021 | 80.17% |
| June 30, 2021 | 80.17% |
| May 31, 2021 | 80.17% |
| April 30, 2021 | 80.17% |
| March 31, 2021 | 80.17% |
| February 28, 2021 | 80.17% |
| January 31, 2021 | 80.17% |
| December 31, 2020 | 80.17% |
| November 30, 2020 | 80.17% |
| October 31, 2020 | 80.17% |
| September 30, 2020 | 80.17% |
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
61.97%
Minimum
Nov 2019
87.51%
Maximum
Nov 2023
80.63%
Average
80.17%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| InfuSystems Holdings Inc | 74.69% |
| Xtant Medical Holdings Inc | 98.74% |
| Catheter Precision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.40 |
| Beta (5Y) | 1.036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.10% |
| Historical Sharpe Ratio (5Y) | -0.0002 |
| Historical Sortino (5Y) | -0.0005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.70% |