Varex Imaging Corp (VREX)
15.36
-0.53
(-3.34%)
USD |
NASDAQ |
May 10, 16:00
15.36
0.00 (0.00%)
After-Hours: 20:00
Varex Imaging Max Drawdown (5Y): 75.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.80% |
March 31, 2024 | 75.80% |
February 29, 2024 | 75.80% |
January 31, 2024 | 75.80% |
December 31, 2023 | 75.80% |
November 30, 2023 | 75.80% |
October 31, 2023 | 75.80% |
September 30, 2023 | 75.80% |
August 31, 2023 | 75.80% |
July 31, 2023 | 75.80% |
June 30, 2023 | 75.80% |
May 31, 2023 | 75.80% |
April 30, 2023 | 75.80% |
March 31, 2023 | 75.80% |
February 28, 2023 | 75.80% |
January 31, 2023 | 75.80% |
December 31, 2022 | 75.80% |
November 30, 2022 | 75.80% |
October 31, 2022 | 75.80% |
September 30, 2022 | 75.80% |
August 31, 2022 | 75.80% |
July 31, 2022 | 75.80% |
June 30, 2022 | 75.80% |
May 31, 2022 | 75.80% |
April 30, 2022 | 75.80% |
Date | Value |
---|---|
March 31, 2022 | 75.80% |
February 28, 2022 | 75.80% |
January 31, 2022 | 75.80% |
December 31, 2021 | 75.80% |
November 30, 2021 | 75.80% |
October 31, 2021 | 75.80% |
September 30, 2021 | 75.80% |
August 31, 2021 | 75.80% |
July 31, 2021 | 75.80% |
June 30, 2021 | 75.80% |
May 31, 2021 | 75.80% |
April 30, 2021 | 75.80% |
March 31, 2021 | 75.80% |
February 28, 2021 | 75.80% |
January 31, 2021 | 75.80% |
December 31, 2020 | 75.80% |
November 30, 2020 | 75.80% |
October 31, 2020 | 75.80% |
September 30, 2020 | 75.80% |
August 31, 2020 | 74.46% |
July 31, 2020 | 66.91% |
June 30, 2020 | 66.91% |
May 31, 2020 | 60.72% |
April 30, 2020 | 60.35% |
March 31, 2020 | 60.35% |
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
49.69%
Minimum
May 2019
75.80%
Maximum
Sep 2020
70.36%
Average
75.80%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Hologic Inc | 46.24% |
Nuwellis Inc | 100.00% |
Quanterix Corp | 91.77% |
Electromed Inc | 55.84% |
Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.19 |
Beta (5Y) | 0.7196 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.30% |
Historical Sharpe Ratio (5Y) | -0.3765 |
Historical Sortino (5Y) | -0.5477 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.78% |