Hologic Inc (HOLX)
61.31
-1.01
(-1.62%)
USD |
NASDAQ |
Mar 28, 16:00
61.31
0.00 (0.00%)
After-Hours: 20:00
Hologic Max Drawdown (5Y): 46.24% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Regeneron Pharmaceuticals Inc | 44.76% |
| Eli Lilly and Co | 24.27% |
| Merck & Co Inc | 36.65% |
| Pfizer Inc | 54.78% |
| AbbVie Inc | 42.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.33 |
| Beta (5Y) | 0.9714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.07% |
| Historical Sharpe Ratio (5Y) | 0.1316 |
| Historical Sortino (5Y) | 0.2549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |