Integra Lifesciences Holdings Corp (IART)
31.63
-0.31
(-0.97%)
USD |
NASDAQ |
Apr 18, 16:00
31.61
-0.02
(-0.06%)
After-Hours: 20:00
Integra Lifesciences Holdings Max Drawdown (5Y): 56.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.41% |
| February 29, 2024 | 55.36% |
| January 31, 2024 | 55.36% |
| December 31, 2023 | 55.36% |
| November 30, 2023 | 55.36% |
| October 31, 2023 | 55.36% |
| September 30, 2023 | 50.67% |
| August 31, 2023 | 50.48% |
| July 31, 2023 | 50.48% |
| June 30, 2023 | 50.48% |
| May 31, 2023 | 50.48% |
| April 30, 2023 | 45.47% |
| March 31, 2023 | 45.47% |
| February 28, 2023 | 45.47% |
| January 31, 2023 | 45.47% |
| December 31, 2022 | 45.47% |
| November 30, 2022 | 45.47% |
| October 31, 2022 | 45.47% |
| September 30, 2022 | 45.46% |
| August 31, 2022 | 45.46% |
| July 31, 2022 | 45.46% |
| June 30, 2022 | 45.46% |
| May 31, 2022 | 45.46% |
| April 30, 2022 | 45.46% |
| March 31, 2022 | 45.46% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.46% |
| January 31, 2022 | 45.46% |
| December 31, 2021 | 45.46% |
| November 30, 2021 | 45.46% |
| October 31, 2021 | 45.46% |
| September 30, 2021 | 45.46% |
| August 31, 2021 | 45.46% |
| July 31, 2021 | 45.46% |
| June 30, 2021 | 45.46% |
| May 31, 2021 | 45.46% |
| April 30, 2021 | 45.46% |
| March 31, 2021 | 45.46% |
| February 28, 2021 | 45.46% |
| January 31, 2021 | 45.46% |
| December 31, 2020 | 45.46% |
| November 30, 2020 | 45.46% |
| October 31, 2020 | 45.46% |
| September 30, 2020 | 45.46% |
| August 31, 2020 | 45.46% |
| July 31, 2020 | 45.46% |
| June 30, 2020 | 45.46% |
| May 31, 2020 | 45.46% |
| April 30, 2020 | 45.46% |
| March 31, 2020 | 45.46% |
| February 29, 2020 | 36.61% |
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
36.61%
Minimum
Apr 2019
56.41%
Maximum
Mar 2024
45.26%
Average
45.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| OraSure Technologies Inc | 88.12% |
| Insulet Corp | 61.31% |
| PROCEPT BioRobotics Corp | -- |
| Perspective Therapeutics Inc | 91.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.27 |
| Beta (5Y) | 1.120 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.56% |
| Historical Sharpe Ratio (5Y) | -0.3172 |
| Historical Sortino (5Y) | -0.4517 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |