Bausch Health Companies Inc (BHC)
7.82
-0.27
(-3.34%)
USD |
NYSE |
May 03, 16:00
7.81
-0.01
(-0.13%)
After-Hours: 20:00
Bausch Health Max Drawdown (5Y): 95.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.06% |
March 31, 2024 | 95.06% |
February 29, 2024 | 95.06% |
January 31, 2024 | 95.06% |
December 31, 2023 | 95.06% |
November 30, 2023 | 95.06% |
October 31, 2023 | 95.06% |
September 30, 2023 | 95.06% |
August 31, 2023 | 95.06% |
July 31, 2023 | 95.06% |
June 30, 2023 | 95.06% |
May 31, 2023 | 95.06% |
April 30, 2023 | 95.06% |
March 31, 2023 | 95.06% |
February 28, 2023 | 95.06% |
January 31, 2023 | 95.06% |
December 31, 2022 | 95.06% |
November 30, 2022 | 95.06% |
October 31, 2022 | 95.06% |
September 30, 2022 | 95.06% |
August 31, 2022 | 95.79% |
July 31, 2022 | 95.79% |
June 30, 2022 | 95.79% |
May 31, 2022 | 95.79% |
April 30, 2022 | 95.79% |
Date | Value |
---|---|
March 31, 2022 | 95.79% |
February 28, 2022 | 96.30% |
January 31, 2022 | 96.76% |
December 31, 2021 | 96.76% |
November 30, 2021 | 96.76% |
October 31, 2021 | 96.76% |
September 30, 2021 | 96.76% |
August 31, 2021 | 96.76% |
July 31, 2021 | 96.76% |
June 30, 2021 | 96.76% |
May 31, 2021 | 96.76% |
April 30, 2021 | 96.76% |
March 31, 2021 | 96.76% |
February 28, 2021 | 96.76% |
January 31, 2021 | 96.76% |
December 31, 2020 | 96.76% |
November 30, 2020 | 96.76% |
October 31, 2020 | 96.76% |
September 30, 2020 | 96.76% |
August 31, 2020 | 96.76% |
July 31, 2020 | 96.76% |
June 30, 2020 | 96.76% |
May 31, 2020 | 96.76% |
April 30, 2020 | 96.76% |
March 31, 2020 | 96.76% |
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
95.06%
Minimum
Sep 2022
96.76%
Maximum
May 2019
96.09%
Average
96.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 98.90% |
Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.72 |
Beta (5Y) | 0.9017 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.42% |
Historical Sharpe Ratio (5Y) | -0.3486 |
Historical Sortino (5Y) | -0.4599 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.32% |