Bausch Health Companies Inc (BHC)
8.18
-0.01
(-0.12%)
USD |
NYSE |
Nov 21, 16:00
8.185
0.00 (0.00%)
Pre-Market: 20:00
Bausch Health Max Drawdown (5Y): 95.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.06% |
| September 30, 2024 | 95.06% |
| August 31, 2024 | 95.06% |
| July 31, 2024 | 95.06% |
| June 30, 2024 | 95.06% |
| May 31, 2024 | 95.06% |
| 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 | 95.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.79% |
| August 31, 2022 | 95.79% |
| July 31, 2022 | 95.79% |
| June 30, 2022 | 95.79% |
| May 31, 2022 | 95.79% |
| April 30, 2022 | 96.32% |
| March 31, 2022 | 96.76% |
| February 28, 2022 | 96.76% |
| 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% |
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
Nov 2022
96.76%
Maximum
Nov 2019
95.97%
Average
96.05%
Median
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 99.02% |
| Xenon Pharmaceuticals Inc | 61.96% |
| ESSA Pharma Inc | 98.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.99 |
| Beta (5Y) | 0.7442 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.18% |
| Historical Sharpe Ratio (5Y) | -0.3444 |
| Historical Sortino (5Y) | -0.4687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.32% |