IQVIA Holdings Inc (IQV)
210.19
+1.03
(+0.49%)
USD |
NYSE |
Nov 04, 16:00
215.09
+4.90
(+2.33%)
Pre-Market: 05:51
IQVIA Holdings Max Drawdown (5Y): 49.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 49.43% |
September 30, 2024 | 49.43% |
August 31, 2024 | 49.43% |
July 31, 2024 | 49.43% |
June 30, 2024 | 49.43% |
May 31, 2024 | 49.43% |
April 30, 2024 | 49.43% |
March 31, 2024 | 49.43% |
February 29, 2024 | 49.43% |
January 31, 2024 | 49.43% |
December 31, 2023 | 49.43% |
November 30, 2023 | 49.43% |
October 31, 2023 | 49.43% |
September 30, 2023 | 49.43% |
August 31, 2023 | 49.43% |
July 31, 2023 | 49.43% |
June 30, 2023 | 49.43% |
May 31, 2023 | 49.43% |
April 30, 2023 | 49.43% |
March 31, 2023 | 49.43% |
February 28, 2023 | 49.43% |
January 31, 2023 | 49.43% |
December 31, 2022 | 49.43% |
November 30, 2022 | 49.43% |
October 31, 2022 | 49.43% |
Date | Value |
---|---|
September 30, 2022 | 49.43% |
August 31, 2022 | 49.43% |
July 31, 2022 | 49.43% |
June 30, 2022 | 49.43% |
May 31, 2022 | 49.43% |
April 30, 2022 | 49.43% |
March 31, 2022 | 49.43% |
February 28, 2022 | 49.43% |
January 31, 2022 | 49.43% |
December 31, 2021 | 49.43% |
November 30, 2021 | 49.43% |
October 31, 2021 | 49.43% |
September 30, 2021 | 49.43% |
August 31, 2021 | 49.43% |
July 31, 2021 | 49.43% |
June 30, 2021 | 49.43% |
May 31, 2021 | 49.43% |
April 30, 2021 | 49.43% |
March 31, 2021 | 49.43% |
February 28, 2021 | 49.43% |
January 31, 2021 | 49.43% |
December 31, 2020 | 49.43% |
November 30, 2020 | 49.43% |
October 31, 2020 | 49.43% |
September 30, 2020 | 49.43% |
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
29.32%
Minimum
Nov 2019
49.43%
Maximum
Mar 2020
48.09%
Average
49.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CVS Health Corp | 48.26% |
UNIVEC Inc | 98.31% |
First Physicians Capital Group Inc | -- |
SCWorx Corp | 99.46% |
AirSculpt Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.51 |
Beta (5Y) | 1.510 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.83% |
Historical Sharpe Ratio (5Y) | 0.1472 |
Historical Sortino (5Y) | 0.215 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |