Agilent Technologies Inc (A)
132.06
+3.49
(+2.71%)
USD |
NYSE |
Nov 21, 16:00
132.50
+0.44
(+0.33%)
Pre-Market: 07:05
Agilent Technologies Max Drawdown (5Y): 42.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.74% |
| September 30, 2024 | 42.74% |
| August 31, 2024 | 42.74% |
| July 31, 2024 | 42.74% |
| June 30, 2024 | 42.74% |
| May 31, 2024 | 42.74% |
| April 30, 2024 | 42.74% |
| March 31, 2024 | 42.74% |
| February 29, 2024 | 42.74% |
| January 31, 2024 | 42.74% |
| December 31, 2023 | 42.74% |
| November 30, 2023 | 42.74% |
| October 31, 2023 | 42.74% |
| September 30, 2023 | 38.02% |
| August 31, 2023 | 36.87% |
| July 31, 2023 | 36.87% |
| June 30, 2023 | 36.87% |
| May 31, 2023 | 36.87% |
| April 30, 2023 | 36.87% |
| March 31, 2023 | 36.87% |
| February 28, 2023 | 36.87% |
| January 31, 2023 | 36.87% |
| December 31, 2022 | 36.87% |
| November 30, 2022 | 36.87% |
| October 31, 2022 | 36.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.87% |
| August 31, 2022 | 36.87% |
| July 31, 2022 | 36.87% |
| June 30, 2022 | 36.87% |
| May 31, 2022 | 36.65% |
| April 30, 2022 | 34.09% |
| March 31, 2022 | 29.69% |
| February 28, 2022 | 29.69% |
| January 31, 2022 | 29.69% |
| December 31, 2021 | 29.69% |
| November 30, 2021 | 29.69% |
| October 31, 2021 | 29.69% |
| September 30, 2021 | 29.69% |
| August 31, 2021 | 29.69% |
| July 31, 2021 | 29.69% |
| June 30, 2021 | 29.69% |
| May 31, 2021 | 29.69% |
| April 30, 2021 | 29.69% |
| March 31, 2021 | 29.69% |
| February 28, 2021 | 29.69% |
| January 31, 2021 | 29.69% |
| December 31, 2020 | 29.69% |
| November 30, 2020 | 29.69% |
| October 31, 2020 | 29.69% |
| September 30, 2020 | 29.69% |
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
22.96%
Minimum
Nov 2019
42.74%
Maximum
Oct 2023
34.19%
Average
35.37%
Median
Max Drawdown (5Y) Benchmarks
| Bio-Rad Laboratories Inc | 68.03% |
| Bruker Corp | 46.31% |
| Azenta Inc | 70.61% |
| Harvard Bioscience Inc | 78.81% |
| Phibro Animal Health Corp | 75.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.961 |
| Beta (5Y) | 1.071 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.33% |
| Historical Sharpe Ratio (5Y) | 0.3608 |
| Historical Sortino (5Y) | 0.6558 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.50% |