Utah Medical Products Inc (UTMD)
64.57
+0.39
(+0.61%)
USD |
NASDAQ |
Nov 21, 16:00
66.32
+1.75
(+2.71%)
After-Hours: 05:34
Utah Medical Products Max Drawdown (5Y): 46.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.15% |
| September 30, 2024 | 44.49% |
| August 31, 2024 | 44.49% |
| July 31, 2024 | 44.49% |
| June 30, 2024 | 44.49% |
| May 31, 2024 | 44.49% |
| April 30, 2024 | 44.49% |
| March 31, 2024 | 42.62% |
| February 29, 2024 | 41.39% |
| January 31, 2024 | 35.61% |
| December 31, 2023 | 35.61% |
| November 30, 2023 | 35.61% |
| October 31, 2023 | 35.61% |
| September 30, 2023 | 35.27% |
| August 31, 2023 | 35.27% |
| July 31, 2023 | 35.27% |
| June 30, 2023 | 35.27% |
| May 31, 2023 | 35.27% |
| April 30, 2023 | 35.27% |
| March 31, 2023 | 35.27% |
| February 28, 2023 | 35.27% |
| January 31, 2023 | 35.27% |
| December 31, 2022 | 35.27% |
| November 30, 2022 | 35.27% |
| October 31, 2022 | 35.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.27% |
| August 31, 2022 | 35.27% |
| July 31, 2022 | 35.27% |
| June 30, 2022 | 35.27% |
| May 31, 2022 | 35.27% |
| April 30, 2022 | 35.27% |
| March 31, 2022 | 35.27% |
| February 28, 2022 | 35.27% |
| January 31, 2022 | 35.27% |
| December 31, 2021 | 35.27% |
| November 30, 2021 | 35.27% |
| October 31, 2021 | 35.27% |
| September 30, 2021 | 35.27% |
| August 31, 2021 | 35.27% |
| July 31, 2021 | 35.27% |
| June 30, 2021 | 35.27% |
| May 31, 2021 | 35.27% |
| April 30, 2021 | 35.27% |
| March 31, 2021 | 35.27% |
| February 28, 2021 | 35.27% |
| January 31, 2021 | 35.27% |
| December 31, 2020 | 35.27% |
| November 30, 2020 | 35.27% |
| October 31, 2020 | 35.27% |
| September 30, 2020 | 35.27% |
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
35.27%
Minimum
Nov 2019
46.15%
Maximum
Oct 2024
36.62%
Average
35.27%
Median
Nov 2019
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) | -11.03 |
| Beta (5Y) | 0.0796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.70% |
| Historical Sharpe Ratio (5Y) | -0.4222 |
| Historical Sortino (5Y) | -0.6833 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.25% |