Agilent Technologies Inc (A)
116.69
-2.28
(-1.92%)
USD |
NYSE |
Mar 28, 16:00
117.25
+0.56
(+0.48%)
After-Hours: 20:00
Agilent Technologies Max Drawdown (5Y): 42.74% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Avantor Inc | 62.53% |
| Bruker Corp | 49.79% |
| Bio-Rad Laboratories Inc | 68.03% |
| Revvity Inc | 59.01% |
| Azenta Inc | 70.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.976 |
| Beta (5Y) | 1.108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.27% |
| Historical Sharpe Ratio (5Y) | 0.3376 |
| Historical Sortino (5Y) | 0.6746 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |