Alcon Inc (ALC)
97.49
-0.84
(-0.85%)
USD |
NYSE |
Sep 20, 16:00
97.05
-0.44
(-0.45%)
After-Hours: 20:00
Alcon Max Drawdown (5Y): 37.19% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 37.19% |
July 31, 2024 | 37.19% |
June 30, 2024 | 37.19% |
May 31, 2024 | 37.19% |
April 30, 2024 | 37.19% |
March 31, 2024 | 37.19% |
February 29, 2024 | 37.19% |
January 31, 2024 | 37.19% |
December 31, 2023 | 37.19% |
November 30, 2023 | 37.19% |
October 31, 2023 | 37.19% |
September 30, 2023 | 37.19% |
August 31, 2023 | 37.19% |
July 31, 2023 | 37.19% |
June 30, 2023 | 37.19% |
May 31, 2023 | 37.19% |
April 30, 2023 | 37.19% |
March 31, 2023 | 37.19% |
February 28, 2023 | 37.19% |
January 31, 2023 | 37.19% |
December 31, 2022 | 37.19% |
November 30, 2022 | 37.19% |
October 31, 2022 | 37.19% |
September 30, 2022 | 37.19% |
August 31, 2022 | 37.19% |
Date | Value |
---|---|
July 31, 2022 | 37.19% |
June 30, 2022 | 37.19% |
May 31, 2022 | 37.19% |
April 30, 2022 | 37.19% |
March 31, 2022 | 37.19% |
February 28, 2022 | 37.19% |
January 31, 2022 | 37.19% |
December 31, 2021 | 37.19% |
November 30, 2021 | 37.19% |
October 31, 2021 | 37.19% |
September 30, 2021 | 37.19% |
August 31, 2021 | 37.19% |
July 31, 2021 | 37.19% |
June 30, 2021 | 37.19% |
May 31, 2021 | 37.19% |
April 30, 2021 | 37.19% |
March 31, 2021 | 37.19% |
February 28, 2021 | 37.19% |
January 31, 2021 | 37.19% |
December 31, 2020 | 37.19% |
November 30, 2020 | 37.19% |
October 31, 2020 | 37.19% |
September 30, 2020 | 37.19% |
August 31, 2020 | 37.19% |
July 31, 2020 | 37.19% |
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
8.61%
Minimum
Sep 2019
37.19%
Maximum
Mar 2020
34.67%
Average
37.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AC Immune SA | 89.55% |
CRISPR Therapeutics AG | 81.61% |
Addex Therapeutics Ltd | -- |
NLS Pharmaceutics Ltd | -- |
Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.544 |
Beta (5Y) | 0.981 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.18% |
Historical Sharpe Ratio (5Y) | 0.2786 |
Historical Sortino (5Y) | 0.4468 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.42% |