Laboratory Corp of America Holdings (LH)
201.00
-0.32
(-0.16%)
USD |
NYSE |
May 02, 09:48
Laboratory Corp of America Holdings Max Drawdown (5Y): 46.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.58% |
March 31, 2024 | 46.58% |
February 29, 2024 | 46.58% |
January 31, 2024 | 46.58% |
December 31, 2023 | 46.58% |
November 30, 2023 | 46.58% |
October 31, 2023 | 46.58% |
September 30, 2023 | 46.58% |
August 31, 2023 | 46.58% |
July 31, 2023 | 46.58% |
June 30, 2023 | 46.58% |
May 31, 2023 | 46.58% |
April 30, 2023 | 46.58% |
March 31, 2023 | 46.58% |
February 28, 2023 | 46.58% |
January 31, 2023 | 46.58% |
December 31, 2022 | 46.58% |
November 30, 2022 | 46.58% |
October 31, 2022 | 46.58% |
September 30, 2022 | 46.58% |
August 31, 2022 | 46.58% |
July 31, 2022 | 46.58% |
June 30, 2022 | 46.58% |
May 31, 2022 | 46.58% |
April 30, 2022 | 46.58% |
Date | Value |
---|---|
March 31, 2022 | 46.58% |
February 28, 2022 | 46.58% |
January 31, 2022 | 46.58% |
December 31, 2021 | 46.58% |
November 30, 2021 | 46.58% |
October 31, 2021 | 46.58% |
September 30, 2021 | 46.58% |
August 31, 2021 | 46.58% |
July 31, 2021 | 46.58% |
June 30, 2021 | 46.58% |
May 31, 2021 | 46.58% |
April 30, 2021 | 46.58% |
March 31, 2021 | 46.58% |
February 28, 2021 | 46.58% |
January 31, 2021 | 46.58% |
December 31, 2020 | 46.58% |
November 30, 2020 | 46.58% |
October 31, 2020 | 46.58% |
September 30, 2020 | 46.58% |
August 31, 2020 | 46.58% |
July 31, 2020 | 46.58% |
June 30, 2020 | 46.58% |
May 31, 2020 | 46.58% |
April 30, 2020 | 46.58% |
March 31, 2020 | 46.58% |
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
36.21%
Minimum
May 2019
46.58%
Maximum
Mar 2020
44.85%
Average
46.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Quest Diagnostics Inc | 36.60% |
Invitae Corp | 100.00% |
Exact Sciences Corp | 80.42% |
Delcath Systems Inc | 100.0% |
Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.011 |
Beta (5Y) | 1.006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.48% |
Historical Sharpe Ratio (5Y) | 0.1049 |
Historical Sortino (5Y) | 0.1467 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.35% |