Merit Medical Systems Inc (MMSI)
80.83
+0.72
(+0.90%)
USD |
NASDAQ |
May 10, 16:00
80.80
-0.03
(-0.04%)
Pre-Market: 20:00
Merit Medical Systems Max Drawdown (5Y): 68.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.68% |
March 31, 2024 | 68.68% |
February 29, 2024 | 68.68% |
January 31, 2024 | 68.68% |
December 31, 2023 | 68.68% |
November 30, 2023 | 68.68% |
October 31, 2023 | 68.68% |
September 30, 2023 | 68.68% |
August 31, 2023 | 68.68% |
July 31, 2023 | 68.68% |
June 30, 2023 | 68.68% |
May 31, 2023 | 68.68% |
April 30, 2023 | 68.68% |
March 31, 2023 | 68.68% |
February 28, 2023 | 68.68% |
January 31, 2023 | 68.68% |
December 31, 2022 | 68.68% |
November 30, 2022 | 68.68% |
October 31, 2022 | 68.68% |
September 30, 2022 | 68.68% |
August 31, 2022 | 68.68% |
July 31, 2022 | 68.68% |
June 30, 2022 | 68.68% |
May 31, 2022 | 68.68% |
April 30, 2022 | 68.68% |
Date | Value |
---|---|
March 31, 2022 | 68.68% |
February 28, 2022 | 68.68% |
January 31, 2022 | 68.68% |
December 31, 2021 | 68.68% |
November 30, 2021 | 68.68% |
October 31, 2021 | 68.68% |
September 30, 2021 | 68.68% |
August 31, 2021 | 68.68% |
July 31, 2021 | 68.68% |
June 30, 2021 | 68.68% |
May 31, 2021 | 68.68% |
April 30, 2021 | 68.68% |
March 31, 2021 | 68.68% |
February 28, 2021 | 68.68% |
January 31, 2021 | 68.68% |
December 31, 2020 | 68.68% |
November 30, 2020 | 68.68% |
October 31, 2020 | 68.68% |
September 30, 2020 | 68.68% |
August 31, 2020 | 68.68% |
July 31, 2020 | 68.68% |
June 30, 2020 | 68.68% |
May 31, 2020 | 68.68% |
April 30, 2020 | 68.68% |
March 31, 2020 | 68.68% |
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
40.16%
Minimum
Jul 2019
68.68%
Maximum
Oct 2019
66.76%
Average
68.68%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Becton Dickinson & Co | 29.62% |
Boston Scientific Corp | 43.49% |
Integer Holdings Corp | 52.29% |
ResMed Inc | 53.98% |
Stryker Corp | 43.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.466 |
Beta (5Y) | 0.9074 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.58% |
Historical Sharpe Ratio (5Y) | 0.097 |
Historical Sortino (5Y) | 0.1342 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.36% |