IDEXX Laboratories Inc (IDXX)
494.04
+14.47
(+3.02%)
USD |
NASDAQ |
Apr 23, 16:00
493.95
-0.09
(-0.02%)
After-Hours: 19:33
IDEXX Laboratories Max Drawdown (5Y): 54.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.00% |
February 29, 2024 | 54.00% |
January 31, 2024 | 54.00% |
December 31, 2023 | 54.00% |
November 30, 2023 | 54.00% |
October 31, 2023 | 54.00% |
September 30, 2023 | 54.00% |
August 31, 2023 | 54.00% |
July 31, 2023 | 54.00% |
June 30, 2023 | 54.00% |
May 31, 2023 | 54.00% |
April 30, 2023 | 54.00% |
March 31, 2023 | 54.00% |
February 28, 2023 | 54.00% |
January 31, 2023 | 54.00% |
December 31, 2022 | 54.00% |
November 30, 2022 | 54.00% |
October 31, 2022 | 54.00% |
September 30, 2022 | 53.84% |
August 31, 2022 | 53.61% |
July 31, 2022 | 53.61% |
June 30, 2022 | 53.61% |
May 31, 2022 | 52.69% |
April 30, 2022 | 39.00% |
March 31, 2022 | 37.13% |
Date | Value |
---|---|
February 28, 2022 | 37.13% |
January 31, 2022 | 37.13% |
December 31, 2021 | 37.13% |
November 30, 2021 | 37.13% |
October 31, 2021 | 37.13% |
September 30, 2021 | 37.13% |
August 31, 2021 | 37.13% |
July 31, 2021 | 37.13% |
June 30, 2021 | 37.13% |
May 31, 2021 | 37.13% |
April 30, 2021 | 37.13% |
March 31, 2021 | 37.13% |
February 28, 2021 | 37.13% |
January 31, 2021 | 37.13% |
December 31, 2020 | 37.13% |
November 30, 2020 | 37.13% |
October 31, 2020 | 37.13% |
September 30, 2020 | 37.13% |
August 31, 2020 | 37.13% |
July 31, 2020 | 37.13% |
June 30, 2020 | 37.13% |
May 31, 2020 | 37.13% |
April 30, 2020 | 37.13% |
March 31, 2020 | 37.13% |
February 29, 2020 | 30.76% |
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
30.76%
Minimum
Apr 2019
54.00%
Maximum
Oct 2022
42.42%
Average
37.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Stryker Corp | 43.80% |
Haemonetics Corp | 68.62% |
Align Technology Inc | 76.08% |
Edwards Lifesciences Corp | 52.78% |
ACADIA Pharmaceuticals Inc | 77.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8804 |
Beta (5Y) | 1.257 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.43% |
Historical Sharpe Ratio (5Y) | 0.4878 |
Historical Sortino (5Y) | 0.7671 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |