Haemonetics Corp (HAE)

75.44 -1.46 (-1.90%) USD  |  NYSE  |  Dec 20, 16:00
75.37 -0.07 (-0.09%) Pre-Market: 20:00
More

Haemonetics Max Drawdown (5Y): 68.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for HAE.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Boston Scientific Corp 43.49%
ResMed Inc 53.98%
Globus Medical Inc 47.91%
Baxter International Inc 64.18%
Abbott Laboratories 33.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.74
Beta (5Y) 0.3825
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.88%
Historical Sharpe Ratio (5Y) -0.2112
Historical Sortino (5Y) -0.2612
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.01%