LivaNova PLC (LIVN)
51.89
-1.26
(-2.37%)
USD |
NASDAQ |
Apr 17, 16:00
51.89
0.00 (0.00%)
After-Hours: 19:34
LivaNova Max Drawdown (5Y): 73.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
September 30, 2020 | 73.87% |
August 31, 2020 | 73.87% |
July 31, 2020 | 73.87% |
June 30, 2020 | 73.87% |
May 31, 2020 | 73.87% |
April 30, 2020 | 73.87% |
March 31, 2020 | 73.87% |
February 29, 2020 | 52.12% |
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
Apr 2019
73.87%
Maximum
Mar 2020
69.40%
Average
73.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Masimo Corp | 74.70% |
Perspective Therapeutics Inc | 91.70% |
Xtant Medical Holdings Inc | 98.66% |
Asensus Surgical Inc | 99.68% |
Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.03 |
Beta (5Y) | 0.8862 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.99% |
Historical Sharpe Ratio (5Y) | -0.3198 |
Historical Sortino (5Y) | -0.4458 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.93% |