Inogen Inc (INGN)
6.91
-0.17
(-2.40%)
USD |
NASDAQ |
Apr 19, 12:59
Inogen Max Drawdown (5Y): 97.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.23% |
| February 29, 2024 | 97.23% |
| January 31, 2024 | 97.23% |
| December 31, 2023 | 97.23% |
| November 30, 2023 | 97.23% |
| October 31, 2023 | 97.23% |
| September 30, 2023 | 97.12% |
| August 31, 2023 | 97.12% |
| July 31, 2023 | 96.81% |
| June 30, 2023 | 96.46% |
| May 31, 2023 | 96.28% |
| April 30, 2023 | 95.80% |
| March 31, 2023 | 95.80% |
| February 28, 2023 | 94.46% |
| January 31, 2023 | 93.23% |
| December 31, 2022 | 93.23% |
| November 30, 2022 | 92.92% |
| October 31, 2022 | 92.92% |
| September 30, 2022 | 91.96% |
| August 31, 2022 | 91.91% |
| July 31, 2022 | 91.91% |
| June 30, 2022 | 91.91% |
| May 31, 2022 | 91.91% |
| April 30, 2022 | 91.06% |
| March 31, 2022 | 90.45% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.45% |
| January 31, 2022 | 90.45% |
| December 31, 2021 | 90.45% |
| November 30, 2021 | 90.45% |
| October 31, 2021 | 90.45% |
| September 30, 2021 | 90.45% |
| August 31, 2021 | 90.45% |
| July 31, 2021 | 90.45% |
| June 30, 2021 | 90.45% |
| May 31, 2021 | 90.45% |
| April 30, 2021 | 90.45% |
| March 31, 2021 | 90.45% |
| February 28, 2021 | 90.45% |
| January 31, 2021 | 90.45% |
| December 31, 2020 | 90.45% |
| November 30, 2020 | 90.45% |
| October 31, 2020 | 90.45% |
| September 30, 2020 | 90.45% |
| August 31, 2020 | 89.78% |
| July 31, 2020 | 89.40% |
| June 30, 2020 | 88.47% |
| May 31, 2020 | 88.47% |
| April 30, 2020 | 88.47% |
| March 31, 2020 | 88.47% |
| February 29, 2020 | 85.22% |
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
72.19%
Minimum
Apr 2019
97.23%
Maximum
Oct 2023
90.53%
Average
90.45%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Oragenics Inc | 98.92% |
| Palatin Technologies Inc | 96.46% |
| Oramed Pharmaceuticals Inc | 94.25% |
| vTv Therapeutics Inc | 94.98% |
| G1 Therapeutics Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.77 |
| Beta (5Y) | 1.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.76% |
| Historical Sharpe Ratio (5Y) | -0.6528 |
| Historical Sortino (5Y) | -1.160 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.26% |