Quest Diagnostics Inc (DGX)

153.10 +1.58 (+1.04%) USD  |  NYSE  |  Dec 20, 16:00
156.05 +2.95 (+1.93%) After-Hours: 20:00
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Quest Diagnostics Max Drawdown (5Y): 36.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Addus HomeCare Corp 53.38%
RadNet Inc 73.43%
Danaher Corp 36.59%
Exact Sciences Corp 80.42%
Guardant Health Inc 91.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.280
Beta (5Y) 0.8926
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.46%
Historical Sharpe Ratio (5Y) 0.2933
Historical Sortino (5Y) 0.4322
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.41%