Mettler-Toledo International Inc (MTD)
1193.50
+0.94
(+0.08%)
USD |
NYSE |
Apr 19, 12:16
Mettler-Toledo International Max Drawdown (5Y): 43.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 43.47% |
| February 29, 2024 | 43.47% |
| January 31, 2024 | 43.47% |
| December 31, 2023 | 43.47% |
| November 30, 2023 | 43.47% |
| October 31, 2023 | 43.47% |
| September 30, 2023 | 36.32% |
| August 31, 2023 | 36.32% |
| July 31, 2023 | 36.32% |
| June 30, 2023 | 36.32% |
| May 31, 2023 | 36.32% |
| April 30, 2023 | 36.32% |
| March 31, 2023 | 36.32% |
| February 28, 2023 | 36.32% |
| January 31, 2023 | 36.32% |
| December 31, 2022 | 36.32% |
| November 30, 2022 | 36.32% |
| October 31, 2022 | 36.32% |
| September 30, 2022 | 36.32% |
| August 31, 2022 | 35.53% |
| July 31, 2022 | 35.53% |
| June 30, 2022 | 35.53% |
| May 31, 2022 | 32.44% |
| April 30, 2022 | 32.44% |
| March 31, 2022 | 32.44% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.44% |
| January 31, 2022 | 32.44% |
| December 31, 2021 | 32.44% |
| November 30, 2021 | 32.44% |
| October 31, 2021 | 32.44% |
| September 30, 2021 | 32.44% |
| August 31, 2021 | 32.44% |
| July 31, 2021 | 32.44% |
| June 30, 2021 | 32.44% |
| May 31, 2021 | 32.44% |
| April 30, 2021 | 32.44% |
| March 31, 2021 | 32.44% |
| February 28, 2021 | 32.44% |
| January 31, 2021 | 32.44% |
| December 31, 2020 | 32.44% |
| November 30, 2020 | 32.44% |
| October 31, 2020 | 32.44% |
| September 30, 2020 | 32.44% |
| August 31, 2020 | 32.44% |
| July 31, 2020 | 32.44% |
| June 30, 2020 | 32.44% |
| May 31, 2020 | 32.44% |
| April 30, 2020 | 32.44% |
| March 31, 2020 | 32.44% |
| February 29, 2020 | 26.32% |
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
25.82%
Minimum
Apr 2019
43.47%
Maximum
Oct 2023
33.38%
Average
32.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Natera Inc | 77.74% |
| Exact Sciences Corp | 80.42% |
| Illumina Inc | 82.32% |
| Waters Corp | 44.27% |
| Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.000 |
| Beta (5Y) | 1.148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.87% |
| Historical Sharpe Ratio (5Y) | 0.368 |
| Historical Sortino (5Y) | 0.6575 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |