Quest Diagnostics Inc (DGX)
163.89
+2.57
(+1.59%)
USD |
NYSE |
Nov 21, 16:00
163.90
+0.01
(+0.01%)
Pre-Market: 20:00
Quest Diagnostics Max Drawdown (5Y): 36.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.60% |
| September 30, 2024 | 36.60% |
| August 31, 2024 | 36.60% |
| July 31, 2024 | 36.60% |
| June 30, 2024 | 36.60% |
| May 31, 2024 | 36.60% |
| April 30, 2024 | 36.60% |
| March 31, 2024 | 36.60% |
| February 29, 2024 | 36.60% |
| January 31, 2024 | 36.60% |
| December 31, 2023 | 36.60% |
| November 30, 2023 | 36.60% |
| October 31, 2023 | 36.60% |
| September 30, 2023 | 36.60% |
| August 31, 2023 | 36.60% |
| July 31, 2023 | 36.60% |
| June 30, 2023 | 36.60% |
| May 31, 2023 | 36.60% |
| April 30, 2023 | 36.60% |
| March 31, 2023 | 36.60% |
| February 28, 2023 | 36.60% |
| January 31, 2023 | 36.60% |
| December 31, 2022 | 36.60% |
| November 30, 2022 | 36.60% |
| October 31, 2022 | 36.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.60% |
| August 31, 2022 | 36.60% |
| July 31, 2022 | 36.60% |
| June 30, 2022 | 36.60% |
| May 31, 2022 | 36.60% |
| April 30, 2022 | 36.60% |
| March 31, 2022 | 36.60% |
| February 28, 2022 | 36.60% |
| January 31, 2022 | 36.60% |
| December 31, 2021 | 36.60% |
| November 30, 2021 | 36.60% |
| October 31, 2021 | 36.60% |
| September 30, 2021 | 36.60% |
| August 31, 2021 | 36.60% |
| July 31, 2021 | 36.60% |
| June 30, 2021 | 36.60% |
| May 31, 2021 | 36.60% |
| April 30, 2021 | 36.60% |
| March 31, 2021 | 36.60% |
| February 28, 2021 | 36.60% |
| January 31, 2021 | 36.60% |
| December 31, 2020 | 36.60% |
| November 30, 2020 | 36.60% |
| October 31, 2020 | 36.60% |
| September 30, 2020 | 36.60% |
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
30.31%
Minimum
Nov 2019
36.60%
Maximum
Apr 2020
36.16%
Average
36.60%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| DaVita Inc | 51.10% |
| Universal Health Services Inc | 56.30% |
| Addus HomeCare Corp | 53.38% |
| Exact Sciences Corp | 80.42% |
| RadNet Inc | 73.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.841 |
| Beta (5Y) | 0.8960 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.39% |
| Historical Sharpe Ratio (5Y) | 0.2969 |
| Historical Sortino (5Y) | 0.437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |