Haemonetics Corp (HAE)
94.40
+1.07
(+1.15%)
USD |
NYSE |
May 03, 16:00
94.53
+0.13
(+0.14%)
After-Hours: 20:00
Haemonetics Max Drawdown (5Y): 68.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.62% |
| March 31, 2024 | 68.62% |
| February 29, 2024 | 68.62% |
| January 31, 2024 | 68.62% |
| December 31, 2023 | 68.62% |
| November 30, 2023 | 68.62% |
| October 31, 2023 | 68.62% |
| September 30, 2023 | 68.62% |
| August 31, 2023 | 68.62% |
| July 31, 2023 | 68.62% |
| June 30, 2023 | 68.62% |
| May 31, 2023 | 68.62% |
| April 30, 2023 | 68.62% |
| March 31, 2023 | 68.62% |
| February 28, 2023 | 68.62% |
| January 31, 2023 | 68.62% |
| December 31, 2022 | 68.62% |
| November 30, 2022 | 68.62% |
| October 31, 2022 | 68.62% |
| September 30, 2022 | 68.62% |
| August 31, 2022 | 68.62% |
| July 31, 2022 | 68.62% |
| June 30, 2022 | 68.62% |
| May 31, 2022 | 68.62% |
| April 30, 2022 | 68.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.62% |
| February 28, 2022 | 68.62% |
| January 31, 2022 | 68.62% |
| December 31, 2021 | 64.48% |
| November 30, 2021 | 63.26% |
| October 31, 2021 | 62.85% |
| September 30, 2021 | 62.85% |
| August 31, 2021 | 62.85% |
| July 31, 2021 | 62.85% |
| June 30, 2021 | 62.85% |
| May 31, 2021 | 62.85% |
| April 30, 2021 | 52.19% |
| March 31, 2021 | 46.33% |
| February 28, 2021 | 46.33% |
| January 31, 2021 | 46.33% |
| December 31, 2020 | 46.33% |
| November 30, 2020 | 46.33% |
| October 31, 2020 | 46.33% |
| September 30, 2020 | 46.33% |
| August 31, 2020 | 46.33% |
| July 31, 2020 | 46.33% |
| June 30, 2020 | 46.33% |
| May 31, 2020 | 46.33% |
| April 30, 2020 | 46.33% |
| March 31, 2020 | 46.33% |
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
42.96%
Minimum
May 2019
68.62%
Maximum
Jan 2022
58.51%
Average
63.06%
Median
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| Becton Dickinson & Co | 29.62% |
| Boston Scientific Corp | 43.49% |
| Masimo Corp | 74.70% |
| Insulet Corp | 61.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.742 |
| Beta (5Y) | 0.3358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.72% |
| Historical Sharpe Ratio (5Y) | -0.0252 |
| Historical Sortino (5Y) | -0.0307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.64% |