Vericel Corp (VCEL)
56.71
-0.55
(-0.96%)
USD |
NASDAQ |
Nov 21, 16:00
56.72
+0.01
(+0.02%)
After-Hours: 20:00
Vericel Max Drawdown (5Y): 73.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.97% |
| September 30, 2024 | 73.97% |
| August 31, 2024 | 73.97% |
| July 31, 2024 | 73.97% |
| June 30, 2024 | 73.97% |
| May 31, 2024 | 73.97% |
| April 30, 2024 | 73.97% |
| 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 | 75.56% |
| December 31, 2022 | 79.64% |
| November 30, 2022 | 84.14% |
| October 31, 2022 | 87.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.75% |
| August 31, 2022 | 87.75% |
| July 31, 2022 | 91.89% |
| June 30, 2022 | 92.40% |
| May 31, 2022 | 94.41% |
| April 30, 2022 | 94.94% |
| March 31, 2022 | 95.17% |
| February 28, 2022 | 95.17% |
| January 31, 2022 | 95.17% |
| December 31, 2021 | 95.27% |
| November 30, 2021 | 95.55% |
| October 31, 2021 | 96.18% |
| September 30, 2021 | 96.18% |
| August 31, 2021 | 96.18% |
| July 31, 2021 | 96.18% |
| June 30, 2021 | 96.38% |
| May 31, 2021 | 96.42% |
| April 30, 2021 | 96.42% |
| March 31, 2021 | 96.42% |
| February 28, 2021 | 97.03% |
| January 31, 2021 | 97.27% |
| December 31, 2020 | 97.27% |
| November 30, 2020 | 97.27% |
| October 31, 2020 | 97.70% |
| September 30, 2020 | 97.70% |
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
Feb 2023
97.70%
Maximum
Nov 2019
87.29%
Average
94.67%
Median
Max Drawdown (5Y) Benchmarks
| Catalyst Pharmaceuticals Inc | 64.87% |
| Exelixis Inc | 54.66% |
| Halozyme Therapeutics Inc | 49.06% |
| ADMA Biologics Inc | 84.77% |
| Natera Inc | 77.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.159 |
| Beta (5Y) | 1.661 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.84% |
| Historical Sharpe Ratio (5Y) | 0.3568 |
| Historical Sortino (5Y) | 0.6097 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.51% |