Vericel Corp (VCEL)
42.98
-0.88
(-2.01%)
USD |
NASDAQ |
Apr 19, 15:35
Vericel Max Drawdown (5Y): 73.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.97% |
| February 29, 2024 | 73.97% |
| January 31, 2024 | 73.97% |
| December 31, 2023 | 73.97% |
| November 30, 2023 | 73.97% |
| October 31, 2023 | 73.97% |
| September 30, 2023 | 73.97% |
| August 31, 2023 | 73.97% |
| July 31, 2023 | 73.97% |
| June 30, 2023 | 73.97% |
| May 31, 2023 | 73.97% |
| April 30, 2023 | 73.97% |
| March 31, 2023 | 73.97% |
| February 28, 2023 | 73.97% |
| January 31, 2023 | 73.97% |
| December 31, 2022 | 73.97% |
| November 30, 2022 | 73.97% |
| October 31, 2022 | 78.24% |
| September 30, 2022 | 82.55% |
| August 31, 2022 | 86.87% |
| July 31, 2022 | 86.87% |
| June 30, 2022 | 86.87% |
| May 31, 2022 | 90.59% |
| April 30, 2022 | 91.14% |
| March 31, 2022 | 92.86% |
| Date | Value |
|---|---|
| February 28, 2022 | 94.04% |
| January 31, 2022 | 94.41% |
| December 31, 2021 | 94.49% |
| November 30, 2021 | 95.08% |
| October 31, 2021 | 95.27% |
| September 30, 2021 | 95.55% |
| August 31, 2021 | 96.12% |
| July 31, 2021 | 96.12% |
| June 30, 2021 | 96.12% |
| May 31, 2021 | 96.18% |
| April 30, 2021 | 96.20% |
| March 31, 2021 | 96.24% |
| February 28, 2021 | 96.24% |
| January 31, 2021 | 96.24% |
| December 31, 2020 | 96.99% |
| November 30, 2020 | 97.27% |
| October 31, 2020 | 97.27% |
| September 30, 2020 | 97.27% |
| August 31, 2020 | 97.39% |
| July 31, 2020 | 97.39% |
| June 30, 2020 | 97.39% |
| May 31, 2020 | 97.39% |
| April 30, 2020 | 97.39% |
| March 31, 2020 | 97.39% |
| February 29, 2020 | 97.39% |
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
73.97%
Minimum
Nov 2022
97.39%
Maximum
Apr 2019
88.94%
Average
95.41%
Median
Max Drawdown (5Y) Benchmarks
| Arbutus Biopharma Corp | 96.69% |
| Chimerix Inc | 97.79% |
| Karyopharm Therapeutics Inc | 97.56% |
| Axsome Therapeutics Inc | 81.26% |
| Y-mAbs Therapeutics Inc | 94.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0608 |
| Beta (5Y) | 1.706 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.02% |
| Historical Sharpe Ratio (5Y) | 0.3849 |
| Historical Sortino (5Y) | 0.6742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.31% |