IDEXX Laboratories Inc (IDXX)
418.55
-0.06
(-0.01%)
USD |
NASDAQ |
Nov 21, 16:00
428.99
+10.44
(+2.49%)
After-Hours: 05:37
IDEXX Laboratories Max Drawdown (5Y): 54.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.00% |
| September 30, 2024 | 54.00% |
| August 31, 2024 | 54.00% |
| July 31, 2024 | 54.00% |
| June 30, 2024 | 54.00% |
| May 31, 2024 | 54.00% |
| April 30, 2024 | 54.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
54.00%
Maximum
Oct 2022
45.13%
Average
45.85%
Median
Max Drawdown (5Y) Benchmarks
| Agilent Technologies Inc | 42.74% |
| Bio-Rad Laboratories Inc | 68.03% |
| Regeneron Pharmaceuticals Inc | 47.49% |
| West Pharmaceutical Services Inc | 55.52% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.48 |
| Beta (5Y) | 1.356 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.77% |
| Historical Sharpe Ratio (5Y) | 0.1403 |
| Historical Sortino (5Y) | 0.2256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |