Bruker Corp (BRKR)
56.55
+0.33
(+0.59%)
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NASDAQ |
Nov 22, 09:32
Bruker Max Drawdown (5Y): 46.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.31% |
| September 30, 2024 | 46.31% |
| August 31, 2024 | 46.31% |
| July 31, 2024 | 46.31% |
| June 30, 2024 | 46.31% |
| May 31, 2024 | 46.31% |
| April 30, 2024 | 46.31% |
| March 31, 2024 | 46.31% |
| February 29, 2024 | 46.31% |
| January 31, 2024 | 46.31% |
| December 31, 2023 | 46.31% |
| November 30, 2023 | 46.31% |
| October 31, 2023 | 46.31% |
| September 30, 2023 | 46.31% |
| August 31, 2023 | 46.31% |
| July 31, 2023 | 46.31% |
| June 30, 2023 | 46.31% |
| May 31, 2023 | 46.31% |
| April 30, 2023 | 46.31% |
| March 31, 2023 | 46.31% |
| February 28, 2023 | 46.31% |
| January 31, 2023 | 46.31% |
| December 31, 2022 | 46.31% |
| November 30, 2022 | 46.31% |
| October 31, 2022 | 46.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.31% |
| August 31, 2022 | 41.49% |
| July 31, 2022 | 41.49% |
| June 30, 2022 | 41.49% |
| May 31, 2022 | 41.49% |
| April 30, 2022 | 41.49% |
| March 31, 2022 | 41.49% |
| February 28, 2022 | 41.49% |
| January 31, 2022 | 41.49% |
| December 31, 2021 | 41.49% |
| November 30, 2021 | 41.49% |
| October 31, 2021 | 41.49% |
| September 30, 2021 | 41.49% |
| August 31, 2021 | 41.49% |
| July 31, 2021 | 41.49% |
| June 30, 2021 | 41.49% |
| May 31, 2021 | 41.49% |
| April 30, 2021 | 41.49% |
| March 31, 2021 | 41.49% |
| February 28, 2021 | 41.49% |
| January 31, 2021 | 41.49% |
| December 31, 2020 | 41.49% |
| November 30, 2020 | 41.49% |
| October 31, 2020 | 41.49% |
| September 30, 2020 | 41.49% |
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
33.59%
Minimum
Nov 2019
46.31%
Maximum
Sep 2022
43.04%
Average
41.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Azenta Inc | 70.61% |
| Harvard Bioscience Inc | 78.81% |
| Bionano Genomics Inc | -- |
| Akoya Biosciences Inc | -- |
| Singular Genomics Systems Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.67 |
| Beta (5Y) | 1.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.94% |
| Historical Sharpe Ratio (5Y) | 0.0848 |
| Historical Sortino (5Y) | 0.1351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.64% |