Danaher Corp (DHR)
230.84
+0.78
(+0.34%)
USD |
NYSE |
Nov 19, 16:00
231.00
+0.16
(+0.07%)
Pre-Market: 08:39
Danaher Max Drawdown (5Y): 36.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.59% |
| September 30, 2024 | 36.59% |
| August 31, 2024 | 36.59% |
| July 31, 2024 | 36.59% |
| June 30, 2024 | 36.59% |
| May 31, 2024 | 36.59% |
| April 30, 2024 | 36.59% |
| March 31, 2024 | 36.59% |
| February 29, 2024 | 36.59% |
| January 31, 2024 | 36.59% |
| December 31, 2023 | 36.59% |
| November 30, 2023 | 36.59% |
| October 31, 2023 | 36.59% |
| September 30, 2023 | 31.85% |
| August 31, 2023 | 31.85% |
| July 31, 2023 | 31.85% |
| June 30, 2023 | 31.85% |
| May 31, 2023 | 31.85% |
| April 30, 2023 | 29.90% |
| March 31, 2023 | 28.50% |
| February 28, 2023 | 28.50% |
| January 31, 2023 | 28.50% |
| December 31, 2022 | 28.50% |
| November 30, 2022 | 28.50% |
| October 31, 2022 | 28.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.50% |
| August 31, 2022 | 28.50% |
| July 31, 2022 | 28.50% |
| June 30, 2022 | 28.50% |
| May 31, 2022 | 28.50% |
| April 30, 2022 | 28.19% |
| March 31, 2022 | 28.19% |
| February 28, 2022 | 28.19% |
| January 31, 2022 | 28.19% |
| December 31, 2021 | 28.19% |
| November 30, 2021 | 28.19% |
| October 31, 2021 | 28.19% |
| September 30, 2021 | 28.19% |
| August 31, 2021 | 28.19% |
| July 31, 2021 | 28.19% |
| June 30, 2021 | 28.19% |
| May 31, 2021 | 28.19% |
| April 30, 2021 | 28.19% |
| March 31, 2021 | 28.19% |
| February 28, 2021 | 28.19% |
| January 31, 2021 | 28.19% |
| December 31, 2020 | 28.19% |
| November 30, 2020 | 28.19% |
| October 31, 2020 | 28.19% |
| September 30, 2020 | 28.19% |
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
13.95%
Minimum
Nov 2019
36.59%
Maximum
Oct 2023
29.46%
Average
28.34%
Median
Max Drawdown (5Y) Benchmarks
| Quest Diagnostics Inc | 36.60% |
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| CytoSorbents Corp | 93.94% |
| Progyny Inc | 77.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.058 |
| Beta (5Y) | 0.8572 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.68% |
| Historical Sharpe Ratio (5Y) | 0.4918 |
| Historical Sortino (5Y) | 0.8689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.51% |