Charles River Laboratories International Inc (CRL)
195.77
+1.58
(+0.81%)
USD |
NYSE |
Nov 22, 16:00
195.80
+0.03
(+0.02%)
After-Hours: 20:00
Charles River Laboratories International Max Drawdown (5Y): 64.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.10% |
| September 30, 2024 | 64.10% |
| August 31, 2024 | 64.10% |
| July 31, 2024 | 64.10% |
| June 30, 2024 | 64.10% |
| May 31, 2024 | 64.10% |
| April 30, 2024 | 64.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
64.10%
Maximum
Oct 2023
51.74%
Average
50.47%
Median
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| CVS Health Corp | 48.26% |
| Arbutus Biopharma Corp | 95.31% |
| FibroBiologics Inc | -- |
| Biomarin Pharmaceutical Inc | 52.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.56 |
| Beta (5Y) | 1.375 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.81% |
| Historical Sharpe Ratio (5Y) | 0.111 |
| Historical Sortino (5Y) | 0.1806 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.35% |