Avantor Inc (AVTR)
20.62
+0.26
(+1.25%)
USD |
NYSE |
Nov 22, 11:16
Avantor Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Bruker Corp | 46.31% |
| Azenta Inc | 70.61% |
| Harvard Bioscience Inc | 78.81% |
| Bionano Genomics Inc | -- |
| Akoya Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.25 |
| Beta (5Y) | 1.347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.01% |
| Historical Sharpe Ratio (5Y) | 0.1878 |
| Historical Sortino (5Y) | 0.2907 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.86% |