Integra Lifesciences Holdings Corp (IART)
19.28
+0.52
(+2.77%)
USD |
NASDAQ |
Nov 01, 16:00
19.30
+0.02
(+0.10%)
After-Hours: 20:00
Integra Lifesciences Holdings Max Drawdown (5Y): 77.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.88% |
| September 30, 2024 | 77.63% |
| August 31, 2024 | 73.46% |
| July 31, 2024 | 69.80% |
| June 30, 2024 | 69.80% |
| May 31, 2024 | 69.80% |
| April 30, 2024 | 63.02% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
77.88%
Maximum
Oct 2024
49.35%
Average
45.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 33.88% |
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| Xtant Medical Holdings Inc | 98.66% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.56 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.24% |
| Historical Sharpe Ratio (5Y) | -0.6066 |
| Historical Sortino (5Y) | -0.8224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.67% |