Henry Schein Inc (HSIC)
77.35
+2.27
(+3.02%)
USD |
NASDAQ |
Nov 25, 15:00
Henry Schein Max Drawdown (5Y): 41.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.42% |
| September 30, 2024 | 41.42% |
| August 31, 2024 | 41.42% |
| July 31, 2024 | 41.42% |
| June 30, 2024 | 41.42% |
| May 31, 2024 | 41.42% |
| April 30, 2024 | 41.42% |
| March 31, 2024 | 41.42% |
| February 29, 2024 | 41.42% |
| January 31, 2024 | 41.42% |
| December 31, 2023 | 41.42% |
| November 30, 2023 | 41.42% |
| October 31, 2023 | 41.42% |
| September 30, 2023 | 41.42% |
| August 31, 2023 | 41.42% |
| July 31, 2023 | 41.42% |
| June 30, 2023 | 41.42% |
| May 31, 2023 | 41.42% |
| April 30, 2023 | 41.42% |
| March 31, 2023 | 41.42% |
| February 28, 2023 | 41.42% |
| January 31, 2023 | 41.42% |
| December 31, 2022 | 41.42% |
| November 30, 2022 | 41.42% |
| October 31, 2022 | 41.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.42% |
| August 31, 2022 | 41.42% |
| July 31, 2022 | 41.42% |
| June 30, 2022 | 41.42% |
| May 31, 2022 | 41.42% |
| April 30, 2022 | 41.42% |
| March 31, 2022 | 41.42% |
| February 28, 2022 | 41.42% |
| January 31, 2022 | 41.42% |
| December 31, 2021 | 41.42% |
| November 30, 2021 | 41.42% |
| October 31, 2021 | 41.42% |
| September 30, 2021 | 41.42% |
| August 31, 2021 | 41.42% |
| July 31, 2021 | 41.42% |
| June 30, 2021 | 41.42% |
| May 31, 2021 | 41.42% |
| April 30, 2021 | 41.42% |
| March 31, 2021 | 41.42% |
| February 28, 2021 | 41.42% |
| January 31, 2021 | 41.42% |
| December 31, 2020 | 41.42% |
| November 30, 2020 | 41.42% |
| October 31, 2020 | 41.42% |
| September 30, 2020 | 41.42% |
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
31.99%
Minimum
Nov 2019
41.42%
Maximum
Mar 2020
40.79%
Average
41.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Standard BioTools Inc | 97.23% |
| Ainos Inc | 99.70% |
| Zomedica Corp | 97.75% |
| LENSAR Inc | -- |
| Intelligent Bio Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.21 |
| Beta (5Y) | 0.8657 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.65% |
| Historical Sharpe Ratio (5Y) | -0.0012 |
| Historical Sortino (5Y) | -0.0018 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.89% |