Catalent Inc (CTLT)
56.50
+0.16
(+0.28%)
USD |
NYSE |
May 03, 16:00
56.50
0.00 (0.00%)
After-Hours: 20:00
Catalent Max Drawdown (5Y): 77.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.62% |
March 31, 2024 | 77.62% |
February 29, 2024 | 77.62% |
January 31, 2024 | 77.62% |
December 31, 2023 | 77.62% |
November 30, 2023 | 77.62% |
October 31, 2023 | 77.62% |
September 30, 2023 | 77.62% |
August 31, 2023 | 77.62% |
July 31, 2023 | 77.62% |
June 30, 2023 | 77.62% |
May 31, 2023 | 77.62% |
April 30, 2023 | 70.92% |
March 31, 2023 | 70.92% |
February 28, 2023 | 70.92% |
January 31, 2023 | 70.92% |
December 31, 2022 | 70.92% |
November 30, 2022 | 70.92% |
October 31, 2022 | 53.83% |
September 30, 2022 | 49.17% |
August 31, 2022 | 41.30% |
July 31, 2022 | 41.30% |
June 30, 2022 | 41.30% |
May 31, 2022 | 41.30% |
April 30, 2022 | 41.30% |
Date | Value |
---|---|
March 31, 2022 | 41.30% |
February 28, 2022 | 41.30% |
January 31, 2022 | 41.30% |
December 31, 2021 | 41.30% |
November 30, 2021 | 41.30% |
October 31, 2021 | 41.30% |
September 30, 2021 | 41.30% |
August 31, 2021 | 41.30% |
July 31, 2021 | 41.30% |
June 30, 2021 | 41.30% |
May 31, 2021 | 41.30% |
April 30, 2021 | 41.30% |
March 31, 2021 | 41.30% |
February 28, 2021 | 41.30% |
January 31, 2021 | 41.30% |
December 31, 2020 | 41.30% |
November 30, 2020 | 41.30% |
October 31, 2020 | 41.30% |
September 30, 2020 | 41.30% |
August 31, 2020 | 41.30% |
July 31, 2020 | 41.30% |
June 30, 2020 | 41.30% |
May 31, 2020 | 41.30% |
April 30, 2020 | 41.30% |
March 31, 2020 | 41.30% |
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
39.02%
Minimum
May 2019
77.62%
Maximum
May 2023
51.49%
Average
41.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Elanco Animal Health Inc | 78.00% |
Amgen Inc | 24.86% |
Avrobio Inc | 98.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.65 |
Beta (5Y) | 1.175 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.27% |
Historical Sharpe Ratio (5Y) | 0.0478 |
Historical Sortino (5Y) | 0.0688 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.91% |