Baxter International Inc (BAX)
32.98
+0.36
(+1.09%)
USD |
NYSE |
Nov 21, 16:00
32.98
0.00 (0.00%)
After-Hours: 17:35
Baxter International Max Drawdown (5Y): 64.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.18% |
| September 30, 2024 | 64.18% |
| August 31, 2024 | 64.18% |
| July 31, 2024 | 64.18% |
| June 30, 2024 | 64.18% |
| May 31, 2024 | 64.18% |
| April 30, 2024 | 64.18% |
| March 31, 2024 | 64.18% |
| February 29, 2024 | 64.18% |
| January 31, 2024 | 64.18% |
| December 31, 2023 | 64.18% |
| November 30, 2023 | 64.18% |
| October 31, 2023 | 64.18% |
| September 30, 2023 | 58.14% |
| August 31, 2023 | 58.14% |
| July 31, 2023 | 58.14% |
| June 30, 2023 | 58.14% |
| May 31, 2023 | 58.14% |
| April 30, 2023 | 58.14% |
| March 31, 2023 | 58.14% |
| February 28, 2023 | 55.99% |
| January 31, 2023 | 51.74% |
| December 31, 2022 | 45.03% |
| November 30, 2022 | 44.53% |
| October 31, 2022 | 40.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.76% |
| August 31, 2022 | 38.20% |
| July 31, 2022 | 35.81% |
| June 30, 2022 | 30.16% |
| May 31, 2022 | 23.12% |
| April 30, 2022 | 23.12% |
| March 31, 2022 | 23.09% |
| February 28, 2022 | 23.09% |
| January 31, 2022 | 23.09% |
| December 31, 2021 | 23.09% |
| November 30, 2021 | 23.09% |
| October 31, 2021 | 23.09% |
| September 30, 2021 | 23.09% |
| August 31, 2021 | 23.09% |
| July 31, 2021 | 23.09% |
| June 30, 2021 | 23.09% |
| May 31, 2021 | 23.09% |
| April 30, 2021 | 23.09% |
| March 31, 2021 | 23.09% |
| February 28, 2021 | 23.09% |
| January 31, 2021 | 23.09% |
| December 31, 2020 | 23.09% |
| November 30, 2020 | 23.09% |
| October 31, 2020 | 23.09% |
| September 30, 2020 | 23.17% |
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
23.09%
Minimum
Oct 2020
64.18%
Maximum
Oct 2023
39.02%
Average
23.17%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Haemonetics Corp | 68.62% |
| Accuray Inc | 81.90% |
| Masimo Corp | 74.70% |
| Insulet Corp | 61.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.64 |
| Beta (5Y) | 0.6037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.48% |
| Historical Sharpe Ratio (5Y) | -0.5828 |
| Historical Sortino (5Y) | -0.9788 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |