Intuitive Surgical Inc (ISRG)
373.12
-1.89
(-0.50%)
USD |
NASDAQ |
Apr 25, 16:00
375.76
+2.64
(+0.71%)
After-Hours: 05:25
Intuitive Surgical Max Drawdown (5Y): 49.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 49.90% |
| February 29, 2024 | 49.90% |
| January 31, 2024 | 49.90% |
| December 31, 2023 | 49.90% |
| November 30, 2023 | 49.90% |
| October 31, 2023 | 49.90% |
| September 30, 2023 | 49.90% |
| August 31, 2023 | 49.90% |
| July 31, 2023 | 49.90% |
| June 30, 2023 | 49.90% |
| May 31, 2023 | 49.90% |
| April 30, 2023 | 49.90% |
| March 31, 2023 | 49.90% |
| February 28, 2023 | 49.90% |
| January 31, 2023 | 49.90% |
| December 31, 2022 | 49.90% |
| November 30, 2022 | 49.90% |
| October 31, 2022 | 49.90% |
| September 30, 2022 | 49.00% |
| August 31, 2022 | 47.81% |
| July 31, 2022 | 47.81% |
| June 30, 2022 | 47.81% |
| May 31, 2022 | 42.88% |
| April 30, 2022 | 40.52% |
| March 31, 2022 | 40.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 40.52% |
| January 31, 2022 | 40.52% |
| December 31, 2021 | 40.52% |
| November 30, 2021 | 40.52% |
| October 31, 2021 | 40.52% |
| September 30, 2021 | 40.52% |
| August 31, 2021 | 40.52% |
| July 31, 2021 | 40.52% |
| June 30, 2021 | 40.52% |
| May 31, 2021 | 40.52% |
| April 30, 2021 | 40.52% |
| March 31, 2021 | 40.52% |
| February 28, 2021 | 40.52% |
| January 31, 2021 | 40.52% |
| December 31, 2020 | 40.52% |
| November 30, 2020 | 40.52% |
| October 31, 2020 | 40.52% |
| September 30, 2020 | 40.52% |
| August 31, 2020 | 40.52% |
| July 31, 2020 | 40.52% |
| June 30, 2020 | 40.52% |
| May 31, 2020 | 40.52% |
| April 30, 2020 | 40.52% |
| March 31, 2020 | 40.52% |
| February 29, 2020 | 24.33% |
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
24.33%
Minimum
Jun 2019
49.90%
Maximum
Oct 2022
41.11%
Average
40.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 33.88% |
| Boston Scientific Corp | 43.49% |
| Stryker Corp | 43.80% |
| Globus Medical Inc | 47.91% |
| Zimmer Biomet Holdings Inc | 49.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.740 |
| Beta (5Y) | 1.358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.42% |
| Historical Sharpe Ratio (5Y) | 0.3947 |
| Historical Sortino (5Y) | 0.6257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |