Veracyte Inc (VCYT)
35.02
+0.71
(+2.07%)
USD |
NASDAQ |
Nov 04, 16:00
35.70
+0.68
(+1.94%)
After-Hours: 06:42
Veracyte Max Drawdown (5Y): 81.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.19% |
| September 30, 2024 | 81.19% |
| August 31, 2024 | 81.19% |
| July 31, 2024 | 81.19% |
| June 30, 2024 | 81.19% |
| May 31, 2024 | 81.19% |
| April 30, 2024 | 81.19% |
| March 31, 2024 | 81.19% |
| February 29, 2024 | 81.19% |
| January 31, 2024 | 81.19% |
| December 31, 2023 | 81.19% |
| November 30, 2023 | 81.19% |
| October 31, 2023 | 81.19% |
| September 30, 2023 | 81.19% |
| August 31, 2023 | 81.19% |
| July 31, 2023 | 81.19% |
| June 30, 2023 | 81.19% |
| May 31, 2023 | 81.19% |
| April 30, 2023 | 81.19% |
| March 31, 2023 | 81.19% |
| February 28, 2023 | 81.19% |
| January 31, 2023 | 81.19% |
| December 31, 2022 | 81.19% |
| November 30, 2022 | 81.19% |
| October 31, 2022 | 81.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.02% |
| August 31, 2022 | 81.02% |
| July 31, 2022 | 81.02% |
| June 30, 2022 | 81.02% |
| May 31, 2022 | 81.02% |
| April 30, 2022 | 74.85% |
| March 31, 2022 | 73.04% |
| February 28, 2022 | 71.06% |
| January 31, 2022 | 70.77% |
| December 31, 2021 | 70.77% |
| November 30, 2021 | 70.77% |
| October 31, 2021 | 70.77% |
| September 30, 2021 | 70.77% |
| August 31, 2021 | 70.77% |
| July 31, 2021 | 70.77% |
| June 30, 2021 | 70.77% |
| May 31, 2021 | 73.26% |
| April 30, 2021 | 73.32% |
| March 31, 2021 | 73.32% |
| February 28, 2021 | 73.32% |
| January 31, 2021 | 73.32% |
| December 31, 2020 | 75.54% |
| November 30, 2020 | 75.54% |
| October 31, 2020 | 75.54% |
| September 30, 2020 | 75.54% |
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
70.77%
Minimum
Jun 2021
81.19%
Maximum
Oct 2022
77.40%
Average
78.28%
Median
Max Drawdown (5Y) Benchmarks
| Fonar Corp | 66.64% |
| XWELL Inc | 99.91% |
| ProPhase Labs Inc | 85.31% |
| Applied DNA Sciences Inc | 99.94% |
| OncoCyte Corp | 98.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.86 |
| Beta (5Y) | 1.668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.69% |
| Historical Sharpe Ratio (5Y) | 0.0876 |
| Historical Sortino (5Y) | 0.1828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.05% |