Danaher Corp (DHR)
244.00
-2.88
(-1.17%)
USD |
NYSE |
May 02, 12:45
Danaher Max Drawdown (5Y): 36.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.61% |
March 31, 2024 | 36.61% |
February 29, 2024 | 36.61% |
January 31, 2024 | 36.61% |
December 31, 2023 | 36.61% |
November 30, 2023 | 36.61% |
October 31, 2023 | 36.61% |
September 30, 2023 | 28.50% |
August 31, 2023 | 28.50% |
July 31, 2023 | 28.50% |
June 30, 2023 | 28.50% |
May 31, 2023 | 28.50% |
April 30, 2023 | 28.50% |
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 28.19% |
July 31, 2020 | 28.19% |
June 30, 2020 | 28.19% |
May 31, 2020 | 28.19% |
April 30, 2020 | 28.19% |
March 31, 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
May 2019
36.61%
Maximum
Oct 2023
26.90%
Average
28.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Quest Diagnostics Inc | 36.60% |
Natera Inc | 77.74% |
Delcath Systems Inc | 100.0% |
CytoSorbents Corp | 93.16% |
Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.524 |
Beta (5Y) | 0.8915 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.09% |
Historical Sharpe Ratio (5Y) | 0.5148 |
Historical Sortino (5Y) | 0.8223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.50% |