Agilent Technologies Inc (A)
138.00
-0.69
(-0.50%)
USD |
NYSE |
May 02, 11:08
Agilent Technologies Max Drawdown (5Y): 42.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.74% |
March 31, 2024 | 42.74% |
February 29, 2024 | 42.74% |
January 31, 2024 | 42.74% |
December 31, 2023 | 42.74% |
November 30, 2023 | 42.74% |
October 31, 2023 | 42.74% |
September 30, 2023 | 38.02% |
August 31, 2023 | 36.87% |
July 31, 2023 | 36.87% |
June 30, 2023 | 36.87% |
May 31, 2023 | 36.87% |
April 30, 2023 | 36.87% |
March 31, 2023 | 36.87% |
February 28, 2023 | 36.87% |
January 31, 2023 | 36.87% |
December 31, 2022 | 36.87% |
November 30, 2022 | 36.87% |
October 31, 2022 | 36.87% |
September 30, 2022 | 36.87% |
August 31, 2022 | 36.87% |
July 31, 2022 | 36.87% |
June 30, 2022 | 36.87% |
May 31, 2022 | 36.65% |
April 30, 2022 | 34.09% |
Date | Value |
---|---|
March 31, 2022 | 29.69% |
February 28, 2022 | 29.69% |
January 31, 2022 | 29.69% |
December 31, 2021 | 29.69% |
November 30, 2021 | 29.69% |
October 31, 2021 | 29.69% |
September 30, 2021 | 29.69% |
August 31, 2021 | 29.69% |
July 31, 2021 | 29.69% |
June 30, 2021 | 29.69% |
May 31, 2021 | 29.69% |
April 30, 2021 | 29.69% |
March 31, 2021 | 29.69% |
February 28, 2021 | 29.69% |
January 31, 2021 | 29.69% |
December 31, 2020 | 29.69% |
November 30, 2020 | 29.69% |
October 31, 2020 | 29.69% |
September 30, 2020 | 29.69% |
August 31, 2020 | 29.69% |
July 31, 2020 | 29.69% |
June 30, 2020 | 29.69% |
May 31, 2020 | 29.69% |
April 30, 2020 | 29.69% |
March 31, 2020 | 29.69% |
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
22.96%
Minimum
May 2019
42.74%
Maximum
Oct 2023
32.21%
Average
29.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bio-Rad Laboratories Inc | 67.38% |
Revvity Inc | 59.01% |
Bruker Corp | 46.31% |
Azenta Inc | 70.61% |
Harvard Bioscience Inc | 78.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.022 |
Beta (5Y) | 1.126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.01% |
Historical Sharpe Ratio (5Y) | 0.3897 |
Historical Sortino (5Y) | 0.7115 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |