Haemonetics Corp (HAE)
71.48
+0.32
(+0.45%)
USD |
NYSE |
Nov 01, 16:00
71.45
-0.03
(-0.04%)
After-Hours: 20:00
Haemonetics Max Drawdown (5Y): 68.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.62% |
| September 30, 2024 | 68.62% |
| August 31, 2024 | 68.62% |
| July 31, 2024 | 68.62% |
| June 30, 2024 | 68.62% |
| May 31, 2024 | 68.62% |
| April 30, 2024 | 68.62% |
| March 31, 2024 | 68.62% |
| February 29, 2024 | 68.62% |
| January 31, 2024 | 68.62% |
| December 31, 2023 | 68.62% |
| November 30, 2023 | 68.62% |
| October 31, 2023 | 68.62% |
| September 30, 2023 | 68.62% |
| August 31, 2023 | 68.62% |
| July 31, 2023 | 68.62% |
| June 30, 2023 | 68.62% |
| May 31, 2023 | 68.62% |
| April 30, 2023 | 68.62% |
| March 31, 2023 | 68.62% |
| February 28, 2023 | 68.62% |
| January 31, 2023 | 68.62% |
| December 31, 2022 | 68.62% |
| November 30, 2022 | 68.62% |
| October 31, 2022 | 68.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.62% |
| August 31, 2022 | 68.62% |
| July 31, 2022 | 68.62% |
| June 30, 2022 | 68.62% |
| May 31, 2022 | 68.62% |
| April 30, 2022 | 68.62% |
| March 31, 2022 | 68.62% |
| February 28, 2022 | 68.62% |
| January 31, 2022 | 68.62% |
| December 31, 2021 | 64.48% |
| November 30, 2021 | 63.26% |
| October 31, 2021 | 62.85% |
| September 30, 2021 | 62.85% |
| August 31, 2021 | 62.85% |
| July 31, 2021 | 62.85% |
| June 30, 2021 | 62.85% |
| May 31, 2021 | 62.85% |
| April 30, 2021 | 52.19% |
| March 31, 2021 | 46.33% |
| February 28, 2021 | 46.33% |
| January 31, 2021 | 46.33% |
| December 31, 2020 | 46.33% |
| November 30, 2020 | 46.33% |
| October 31, 2020 | 46.33% |
| September 30, 2020 | 46.33% |
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
42.96%
Minimum
Nov 2019
68.62%
Maximum
Jan 2022
61.07%
Average
68.62%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Baxter International Inc | 64.18% |
| Teleflex Inc | 59.09% |
| Cerus Corp | 85.40% |
| Insulet Corp | 61.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.54 |
| Beta (5Y) | 0.3214 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.32% |
| Historical Sharpe Ratio (5Y) | -0.3075 |
| Historical Sortino (5Y) | -0.3783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.01% |