Medtronic PLC (MDT)
86.56
-1.41
(-1.60%)
USD |
NYSE |
Nov 14, 12:12
Medtronic Max Drawdown (5Y): 45.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.10% |
| September 30, 2024 | 45.10% |
| August 31, 2024 | 45.10% |
| July 31, 2024 | 45.10% |
| June 30, 2024 | 45.10% |
| May 31, 2024 | 45.10% |
| April 30, 2024 | 45.10% |
| March 31, 2024 | 45.10% |
| February 29, 2024 | 45.10% |
| January 31, 2024 | 45.10% |
| December 31, 2023 | 45.10% |
| November 30, 2023 | 45.10% |
| October 31, 2023 | 45.10% |
| September 30, 2023 | 41.81% |
| August 31, 2023 | 41.81% |
| July 31, 2023 | 41.81% |
| June 30, 2023 | 41.81% |
| May 31, 2023 | 41.81% |
| April 30, 2023 | 41.81% |
| March 31, 2023 | 41.81% |
| February 28, 2023 | 41.81% |
| January 31, 2023 | 41.81% |
| December 31, 2022 | 41.81% |
| November 30, 2022 | 41.81% |
| October 31, 2022 | 39.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.88% |
| August 31, 2022 | 39.88% |
| July 31, 2022 | 39.88% |
| June 30, 2022 | 39.88% |
| May 31, 2022 | 39.88% |
| April 30, 2022 | 39.88% |
| March 31, 2022 | 39.88% |
| February 28, 2022 | 39.88% |
| January 31, 2022 | 39.88% |
| December 31, 2021 | 39.88% |
| November 30, 2021 | 39.88% |
| October 31, 2021 | 39.88% |
| September 30, 2021 | 39.88% |
| August 31, 2021 | 39.88% |
| July 31, 2021 | 39.88% |
| June 30, 2021 | 39.88% |
| May 31, 2021 | 39.88% |
| April 30, 2021 | 39.88% |
| March 31, 2021 | 39.88% |
| February 28, 2021 | 39.88% |
| January 31, 2021 | 39.88% |
| December 31, 2020 | 39.88% |
| November 30, 2020 | 39.88% |
| October 31, 2020 | 39.88% |
| September 30, 2020 | 39.88% |
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
19.72%
Minimum
Nov 2019
45.10%
Maximum
Oct 2023
40.02%
Average
39.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Axonics Inc | 61.24% |
| TransMedics Group Inc | 73.69% |
| Inari Medical Inc | -- |
| Agilent Technologies Inc | 42.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.42 |
| Beta (5Y) | 0.8397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.11% |
| Historical Sharpe Ratio (5Y) | -0.1485 |
| Historical Sortino (5Y) | -0.2128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |