Charles River Laboratories International Inc (CRL)
226.95
-12.48
(-5.21%)
USD |
NYSE |
Apr 25, 11:17
Charles River Laboratories International Max Drawdown (5Y): 64.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 64.10% |
| February 29, 2024 | 64.10% |
| January 31, 2024 | 64.10% |
| December 31, 2023 | 64.10% |
| November 30, 2023 | 64.10% |
| October 31, 2023 | 64.10% |
| September 30, 2023 | 60.19% |
| August 31, 2023 | 60.19% |
| July 31, 2023 | 60.19% |
| June 30, 2023 | 60.19% |
| May 31, 2023 | 60.19% |
| April 30, 2023 | 60.19% |
| March 31, 2023 | 60.19% |
| February 28, 2023 | 60.19% |
| January 31, 2023 | 60.19% |
| December 31, 2022 | 60.19% |
| November 30, 2022 | 60.19% |
| October 31, 2022 | 60.19% |
| September 30, 2022 | 60.19% |
| August 31, 2022 | 55.57% |
| July 31, 2022 | 55.46% |
| June 30, 2022 | 55.46% |
| May 31, 2022 | 51.49% |
| April 30, 2022 | 49.45% |
| March 31, 2022 | 44.54% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.54% |
| January 31, 2022 | 44.54% |
| December 31, 2021 | 44.54% |
| November 30, 2021 | 44.54% |
| October 31, 2021 | 44.54% |
| September 30, 2021 | 44.54% |
| August 31, 2021 | 44.54% |
| July 31, 2021 | 44.54% |
| June 30, 2021 | 44.54% |
| May 31, 2021 | 44.54% |
| April 30, 2021 | 44.54% |
| March 31, 2021 | 44.54% |
| February 28, 2021 | 44.54% |
| January 31, 2021 | 44.54% |
| December 31, 2020 | 44.54% |
| November 30, 2020 | 44.54% |
| October 31, 2020 | 44.54% |
| September 30, 2020 | 44.54% |
| August 31, 2020 | 44.54% |
| July 31, 2020 | 44.54% |
| June 30, 2020 | 44.54% |
| May 31, 2020 | 44.54% |
| April 30, 2020 | 44.54% |
| March 31, 2020 | 44.54% |
| February 29, 2020 | 26.85% |
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
26.85%
Minimum
Apr 2019
64.10%
Maximum
Oct 2023
47.39%
Average
44.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cardinal Health Inc | 49.19% |
| Stryker Corp | 43.80% |
| DaVita Inc | 51.10% |
| Inotiv Inc | 97.08% |
| Medpace Holdings Inc | 42.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.934 |
| Beta (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.90% |
| Historical Sharpe Ratio (5Y) | 0.3058 |
| Historical Sortino (5Y) | 0.4702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.63% |