IQVIA Holdings Inc (IQV)
197.60
+3.22
(+1.66%)
USD |
NYSE |
Nov 21, 16:00
197.70
+0.10
(+0.05%)
After-Hours: 20:00
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% |