Bausch Health Companies Inc (BHC.TO)
10.24
-0.03
(-0.29%)
CAD |
TSX |
May 07, 15:46
Bausch Health Max Drawdown (5Y): 94.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.76% |
| March 31, 2024 | 94.76% |
| February 29, 2024 | 94.76% |
| January 31, 2024 | 94.76% |
| December 31, 2023 | 94.76% |
| November 30, 2023 | 94.76% |
| October 31, 2023 | 94.76% |
| September 30, 2023 | 94.76% |
| August 31, 2023 | 94.76% |
| July 31, 2023 | 94.76% |
| June 30, 2023 | 94.76% |
| May 31, 2023 | 94.76% |
| April 30, 2023 | 94.76% |
| March 31, 2023 | 94.76% |
| February 28, 2023 | 94.76% |
| January 31, 2023 | 94.76% |
| December 31, 2022 | 94.76% |
| November 30, 2022 | 94.76% |
| October 31, 2022 | 94.76% |
| September 30, 2022 | 94.76% |
| August 31, 2022 | 95.91% |
| July 31, 2022 | 95.91% |
| June 30, 2022 | 95.91% |
| May 31, 2022 | 95.91% |
| April 30, 2022 | 95.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.91% |
| February 28, 2022 | 96.14% |
| January 31, 2022 | 96.69% |
| December 31, 2021 | 96.69% |
| November 30, 2021 | 96.69% |
| October 31, 2021 | 96.69% |
| September 30, 2021 | 96.69% |
| August 31, 2021 | 96.69% |
| July 31, 2021 | 96.69% |
| June 30, 2021 | 96.69% |
| May 31, 2021 | 96.69% |
| April 30, 2021 | 96.69% |
| March 31, 2021 | 96.69% |
| February 28, 2021 | 96.69% |
| January 31, 2021 | 96.69% |
| December 31, 2020 | 96.69% |
| November 30, 2020 | 96.69% |
| October 31, 2020 | 96.69% |
| September 30, 2020 | 96.69% |
| August 31, 2020 | 96.69% |
| July 31, 2020 | 96.69% |
| June 30, 2020 | 96.69% |
| May 31, 2020 | 96.69% |
| April 30, 2020 | 96.69% |
| March 31, 2020 | 96.69% |
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
94.76%
Minimum
Sep 2022
96.69%
Maximum
May 2019
95.96%
Average
96.69%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Bausch & Lomb Corp | -- |
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.78% |
| Nova Mentis Life Science Corp | 99.28% |
| Nanosphere Health Sciences Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.22 |
| Beta (5Y) | 1.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.51% |
| Historical Sharpe Ratio (5Y) | -0.3465 |
| Historical Sortino (5Y) | -0.4611 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.29% |