Labcorp Holdings Inc (LH)
238.64
+3.43
(+1.46%)
USD |
NYSE |
Nov 18, 16:00
238.72
+0.08
(+0.03%)
Pre-Market: 20:00
Labcorp Holdings Max Drawdown (5Y): 46.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.58% |
| September 30, 2024 | 46.58% |
| August 31, 2024 | 46.58% |
| July 31, 2024 | 46.58% |
| June 30, 2024 | 46.58% |
| May 31, 2024 | 46.58% |
| April 30, 2024 | 46.58% |
| March 31, 2024 | 46.58% |
| February 29, 2024 | 46.58% |
| January 31, 2024 | 46.58% |
| December 31, 2023 | 46.58% |
| November 30, 2023 | 46.58% |
| October 31, 2023 | 46.58% |
| September 30, 2023 | 46.58% |
| August 31, 2023 | 46.58% |
| July 31, 2023 | 46.58% |
| June 30, 2023 | 46.58% |
| May 31, 2023 | 46.58% |
| April 30, 2023 | 46.58% |
| March 31, 2023 | 46.58% |
| February 28, 2023 | 46.58% |
| January 31, 2023 | 46.58% |
| December 31, 2022 | 46.58% |
| November 30, 2022 | 46.58% |
| October 31, 2022 | 46.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.58% |
| August 31, 2022 | 46.58% |
| July 31, 2022 | 46.58% |
| June 30, 2022 | 46.58% |
| May 31, 2022 | 46.58% |
| April 30, 2022 | 46.58% |
| March 31, 2022 | 46.58% |
| February 28, 2022 | 46.58% |
| January 31, 2022 | 46.58% |
| December 31, 2021 | 46.58% |
| November 30, 2021 | 46.58% |
| October 31, 2021 | 46.58% |
| September 30, 2021 | 46.58% |
| August 31, 2021 | 46.58% |
| July 31, 2021 | 46.58% |
| June 30, 2021 | 46.58% |
| May 31, 2021 | 46.58% |
| April 30, 2021 | 46.58% |
| March 31, 2021 | 46.58% |
| February 28, 2021 | 46.58% |
| January 31, 2021 | 46.58% |
| December 31, 2020 | 46.58% |
| November 30, 2020 | 46.58% |
| October 31, 2020 | 46.58% |
| September 30, 2020 | 46.58% |
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
36.21%
Minimum
Nov 2019
46.58%
Maximum
Mar 2020
45.89%
Average
46.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| Exact Sciences Corp | 80.42% |
| CytoSorbents Corp | 93.94% |
| Progyny Inc | 77.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.151 |
| Beta (5Y) | 1.052 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.71% |
| Historical Sharpe Ratio (5Y) | 0.2743 |
| Historical Sortino (5Y) | 0.3811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.20% |