LivaNova PLC (LIVN)
51.58
-1.08
(-2.05%)
USD |
NASDAQ |
Oct 03, 16:00
51.58
0.00 (0.00%)
After-Hours: 20:00
LivaNova Max Drawdown (5Y): 73.87% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 49.26% |
| December 31, 2019 | 49.26% |
| November 30, 2019 | 49.26% |
| October 31, 2019 | 49.26% |
| September 30, 2019 | 49.26% |
| August 31, 2019 | 49.26% |
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
43.34%
Minimum
Oct 2018
73.87%
Maximum
Mar 2020
66.35%
Average
73.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 31.68% |
| Boston Scientific Corp | 43.49% |
| Haemonetics Corp | 68.62% |
| Insulet Corp | 53.16% |
| Tandem Diabetes Care Inc | 88.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.67 |
| Beta (5Y) | 0.8895 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.71% |
| Historical Sharpe Ratio (5Y) | -0.2621 |
| Historical Sortino (5Y) | -0.3461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.45% |