Labcorp Holdings Inc (LH)

230.43 -0.63 (-0.27%) USD  |  NYSE  |  Dec 27, 16:00
231.20 +0.77 (+0.33%) Pre-Market: 20:00
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Labcorp Holdings Max Drawdown (5Y): 46.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Quest Diagnostics Inc 36.60%
Delcath Systems Inc 100.0%
Star Equity Holdings Inc 98.07%
CytoSorbents Corp 93.94%
Progyny Inc 79.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.355
Beta (5Y) 1.050
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.87%
Historical Sharpe Ratio (5Y) 0.281
Historical Sortino (5Y) 0.3918
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.20%