Abbott Laboratories (ABT)
118.60
+5.23
(+4.61%)
USD |
NYSE |
Nov 01, 16:00
119.14
+0.54
(+0.46%)
After-Hours: 20:00
Abbott Laboratories Max Drawdown (5Y): 33.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.88% |
| September 30, 2024 | 33.88% |
| August 31, 2024 | 33.88% |
| July 31, 2024 | 33.88% |
| June 30, 2024 | 33.88% |
| May 31, 2024 | 33.88% |
| April 30, 2024 | 33.88% |
| March 31, 2024 | 33.88% |
| February 29, 2024 | 33.88% |
| January 31, 2024 | 33.88% |
| December 31, 2023 | 33.88% |
| November 30, 2023 | 33.88% |
| October 31, 2023 | 33.88% |
| September 30, 2023 | 31.68% |
| August 31, 2023 | 31.68% |
| July 31, 2023 | 31.68% |
| June 30, 2023 | 31.68% |
| May 31, 2023 | 31.68% |
| April 30, 2023 | 31.68% |
| March 31, 2023 | 31.68% |
| February 28, 2023 | 31.68% |
| January 31, 2023 | 31.68% |
| December 31, 2022 | 31.68% |
| November 30, 2022 | 31.68% |
| October 31, 2022 | 31.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.61% |
| August 31, 2022 | 31.61% |
| July 31, 2022 | 31.61% |
| June 30, 2022 | 31.61% |
| May 31, 2022 | 31.61% |
| April 30, 2022 | 31.61% |
| March 31, 2022 | 31.61% |
| February 28, 2022 | 31.61% |
| January 31, 2022 | 31.61% |
| December 31, 2021 | 31.61% |
| November 30, 2021 | 31.61% |
| October 31, 2021 | 31.61% |
| September 30, 2021 | 31.61% |
| August 31, 2021 | 31.61% |
| July 31, 2021 | 31.61% |
| June 30, 2021 | 31.61% |
| May 31, 2021 | 31.61% |
| April 30, 2021 | 31.61% |
| March 31, 2021 | 31.61% |
| February 28, 2021 | 31.61% |
| January 31, 2021 | 31.61% |
| December 31, 2020 | 31.61% |
| November 30, 2020 | 31.61% |
| October 31, 2020 | 31.61% |
| September 30, 2020 | 31.61% |
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
28.15%
Minimum
Nov 2019
33.88%
Maximum
Oct 2023
31.89%
Average
31.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Becton Dickinson & Co | 29.62% |
| ResMed Inc | 53.98% |
| Integra Lifesciences Holdings Corp | 77.88% |
| QuidelOrtho Corp | 90.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.577 |
| Beta (5Y) | 0.7251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.61% |
| Historical Sharpe Ratio (5Y) | 0.2449 |
| Historical Sortino (5Y) | 0.4811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.82% |