LivaNova PLC (LIVN)
51.18
-0.44
(-0.85%)
USD |
NASDAQ |
Dec 04, 16:00
51.18
0.00 (0.00%)
After-Hours: 20:00
LivaNova Max Drawdown (5Y): 73.87% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 73.87% |
| October 31, 2024 | 73.87% |
| September 30, 2024 | 73.87% |
| August 31, 2024 | 73.87% |
| July 31, 2024 | 73.87% |
| June 30, 2024 | 73.87% |
| May 31, 2024 | 73.87% |
| April 30, 2024 | 73.87% |
| March 31, 2024 | 73.87% |
| February 29, 2024 | 73.87% |
| January 31, 2024 | 73.87% |
| December 31, 2023 | 73.87% |
| November 30, 2023 | 73.87% |
| October 31, 2023 | 73.87% |
| September 30, 2023 | 73.87% |
| August 31, 2023 | 73.87% |
| July 31, 2023 | 73.87% |
| June 30, 2023 | 73.87% |
| May 31, 2023 | 73.87% |
| April 30, 2023 | 73.87% |
| March 31, 2023 | 73.87% |
| February 28, 2023 | 73.87% |
| January 31, 2023 | 73.87% |
| December 31, 2022 | 73.87% |
| November 30, 2022 | 73.87% |
| Date | Value |
|---|---|
| October 31, 2022 | 73.87% |
| September 30, 2022 | 73.87% |
| August 31, 2022 | 73.87% |
| July 31, 2022 | 73.87% |
| June 30, 2022 | 73.87% |
| May 31, 2022 | 73.87% |
| April 30, 2022 | 73.87% |
| March 31, 2022 | 73.87% |
| February 28, 2022 | 73.87% |
| January 31, 2022 | 73.87% |
| December 31, 2021 | 73.87% |
| November 30, 2021 | 73.87% |
| October 31, 2021 | 73.87% |
| September 30, 2021 | 73.87% |
| August 31, 2021 | 73.87% |
| July 31, 2021 | 73.87% |
| June 30, 2021 | 73.87% |
| May 31, 2021 | 73.87% |
| April 30, 2021 | 73.87% |
| March 31, 2021 | 73.87% |
| February 28, 2021 | 73.87% |
| January 31, 2021 | 73.87% |
| December 31, 2020 | 73.87% |
| November 30, 2020 | 73.87% |
| October 31, 2020 | 73.87% |
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
49.26%
Minimum
Dec 2019
73.87%
Maximum
Mar 2020
72.68%
Average
73.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Globus Medical Inc | 47.91% |
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 97.34% |
| Xtant Medical Holdings Inc | 98.74% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.36 |
| Beta (5Y) | 0.9754 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.65% |
| Historical Sharpe Ratio (5Y) | -0.2857 |
| Historical Sortino (5Y) | -0.4055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.93% |