Quest Diagnostics Inc (DGX)
128.45
+2.54
(+2.02%)
USD |
NYSE |
Apr 19, 16:00
128.45
0.00 (0.00%)
After-Hours: 20:00
Quest Diagnostics Max Drawdown (5Y): 36.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 36.60% |
| July 31, 2020 | 36.60% |
| June 30, 2020 | 36.60% |
| May 31, 2020 | 36.60% |
| April 30, 2020 | 36.60% |
| March 31, 2020 | 35.04% |
| February 29, 2020 | 30.31% |
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
Apr 2019
36.60%
Maximum
Apr 2020
35.42%
Average
36.60%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Laboratory Corp of America Holdings | 46.58% |
| Exact Sciences Corp | 80.42% |
| Illumina Inc | 82.32% |
| Natera Inc | 77.74% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.502 |
| Beta (5Y) | 0.9097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.19% |
| Historical Sharpe Ratio (5Y) | 0.2869 |
| Historical Sortino (5Y) | 0.4212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |