Baxter International Inc (BAX)
36.91
-3.43
(-8.50%)
USD |
NYSE |
May 02, 16:00
37.25
+0.34
(+0.92%)
After-Hours: 20:00
Baxter International Max Drawdown (5Y): 64.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.18% |
March 31, 2024 | 64.18% |
February 29, 2024 | 64.18% |
January 31, 2024 | 64.18% |
December 31, 2023 | 64.18% |
November 30, 2023 | 64.18% |
October 31, 2023 | 64.18% |
September 30, 2023 | 58.14% |
August 31, 2023 | 58.14% |
July 31, 2023 | 58.14% |
June 30, 2023 | 58.14% |
May 31, 2023 | 58.14% |
April 30, 2023 | 58.14% |
March 31, 2023 | 58.14% |
February 28, 2023 | 55.99% |
January 31, 2023 | 51.74% |
December 31, 2022 | 45.03% |
November 30, 2022 | 44.53% |
October 31, 2022 | 40.76% |
September 30, 2022 | 40.76% |
August 31, 2022 | 38.20% |
July 31, 2022 | 35.81% |
June 30, 2022 | 30.16% |
May 31, 2022 | 23.12% |
April 30, 2022 | 23.12% |
Date | Value |
---|---|
March 31, 2022 | 23.09% |
February 28, 2022 | 23.09% |
January 31, 2022 | 23.09% |
December 31, 2021 | 23.09% |
November 30, 2021 | 23.09% |
October 31, 2021 | 23.09% |
September 30, 2021 | 23.09% |
August 31, 2021 | 23.09% |
July 31, 2021 | 23.09% |
June 30, 2021 | 23.09% |
May 31, 2021 | 23.09% |
April 30, 2021 | 23.09% |
March 31, 2021 | 23.09% |
February 28, 2021 | 23.09% |
January 31, 2021 | 23.09% |
December 31, 2020 | 23.09% |
November 30, 2020 | 23.09% |
October 31, 2020 | 23.09% |
September 30, 2020 | 23.09% |
August 31, 2020 | 23.09% |
July 31, 2020 | 23.17% |
June 30, 2020 | 23.17% |
May 31, 2020 | 23.17% |
April 30, 2020 | 23.17% |
March 31, 2020 | 23.17% |
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
23.09%
Minimum
Aug 2020
64.18%
Maximum
Oct 2023
34.91%
Average
23.17%
Median
May 2019
Max Drawdown (5Y) Benchmarks
LeMaitre Vascular Inc | 47.65% |
Becton Dickinson & Co | 29.62% |
Integer Holdings Corp | 52.29% |
ResMed Inc | 53.98% |
Outset Medical Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.57 |
Beta (5Y) | 0.6389 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.61% |
Historical Sharpe Ratio (5Y) | -0.506 |
Historical Sortino (5Y) | -0.8484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |