Intuitive Surgical Inc (ISRG)
384.00
+6.35
(+1.68%)
USD |
NASDAQ |
May 03, 09:54
Intuitive Surgical Max Drawdown (5Y): 49.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.90% |
March 31, 2024 | 49.90% |
February 29, 2024 | 49.90% |
January 31, 2024 | 49.90% |
December 31, 2023 | 49.90% |
November 30, 2023 | 49.90% |
October 31, 2023 | 49.90% |
September 30, 2023 | 49.90% |
August 31, 2023 | 49.90% |
July 31, 2023 | 49.90% |
June 30, 2023 | 49.90% |
May 31, 2023 | 49.90% |
April 30, 2023 | 49.90% |
March 31, 2023 | 49.90% |
February 28, 2023 | 49.90% |
January 31, 2023 | 49.90% |
December 31, 2022 | 49.90% |
November 30, 2022 | 49.90% |
October 31, 2022 | 49.90% |
September 30, 2022 | 49.00% |
August 31, 2022 | 47.81% |
July 31, 2022 | 47.81% |
June 30, 2022 | 47.81% |
May 31, 2022 | 42.88% |
April 30, 2022 | 40.52% |
Date | Value |
---|---|
March 31, 2022 | 40.52% |
February 28, 2022 | 40.52% |
January 31, 2022 | 40.52% |
December 31, 2021 | 40.52% |
November 30, 2021 | 40.52% |
October 31, 2021 | 40.52% |
September 30, 2021 | 40.52% |
August 31, 2021 | 40.52% |
July 31, 2021 | 40.52% |
June 30, 2021 | 40.52% |
May 31, 2021 | 40.52% |
April 30, 2021 | 40.52% |
March 31, 2021 | 40.52% |
February 28, 2021 | 40.52% |
January 31, 2021 | 40.52% |
December 31, 2020 | 40.52% |
November 30, 2020 | 40.52% |
October 31, 2020 | 40.52% |
September 30, 2020 | 40.52% |
August 31, 2020 | 40.52% |
July 31, 2020 | 40.52% |
June 30, 2020 | 40.52% |
May 31, 2020 | 40.52% |
April 30, 2020 | 40.52% |
March 31, 2020 | 40.52% |
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
24.33%
Minimum
Jun 2019
49.90%
Maximum
Oct 2022
41.35%
Average
40.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Abbott Laboratories | 33.88% |
Boston Scientific Corp | 43.49% |
Becton Dickinson & Co | 29.62% |
Alphatec Holdings Inc | 87.10% |
iRhythm Technologies Inc | 84.39% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6966 |
Beta (5Y) | 1.390 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.40% |
Historical Sharpe Ratio (5Y) | 0.4179 |
Historical Sortino (5Y) | 0.6683 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |