QuidelOrtho Corp (QDEL)
40.42
+2.53
(+6.68%)
USD |
NASDAQ |
Nov 22, 13:15
QuidelOrtho Max Drawdown (5Y): 90.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.08% |
| September 30, 2024 | 90.08% |
| August 31, 2024 | 90.08% |
| July 31, 2024 | 90.08% |
| June 30, 2024 | 89.10% |
| May 31, 2024 | 87.33% |
| April 30, 2024 | 87.33% |
| March 31, 2024 | 86.17% |
| February 29, 2024 | 86.17% |
| January 31, 2024 | 80.74% |
| December 31, 2023 | 80.74% |
| November 30, 2023 | 80.74% |
| October 31, 2023 | 80.08% |
| September 30, 2023 | 77.65% |
| August 31, 2023 | 77.65% |
| July 31, 2023 | 77.65% |
| June 30, 2023 | 77.65% |
| May 31, 2023 | 77.65% |
| April 30, 2023 | 77.65% |
| March 31, 2023 | 77.65% |
| February 28, 2023 | 77.65% |
| January 31, 2023 | 77.65% |
| December 31, 2022 | 77.65% |
| November 30, 2022 | 77.65% |
| October 31, 2022 | 77.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.86% |
| August 31, 2022 | 74.38% |
| July 31, 2022 | 70.71% |
| June 30, 2022 | 70.71% |
| May 31, 2022 | 70.71% |
| April 30, 2022 | 70.71% |
| March 31, 2022 | 70.71% |
| February 28, 2022 | 70.71% |
| January 31, 2022 | 69.70% |
| December 31, 2021 | 65.54% |
| November 30, 2021 | 65.54% |
| October 31, 2021 | 65.54% |
| September 30, 2021 | 65.54% |
| August 31, 2021 | 65.54% |
| July 31, 2021 | 65.54% |
| June 30, 2021 | 65.54% |
| May 31, 2021 | 65.30% |
| April 30, 2021 | 65.30% |
| March 31, 2021 | 59.20% |
| February 28, 2021 | 51.18% |
| January 31, 2021 | 56.26% |
| December 31, 2020 | 56.26% |
| November 30, 2020 | 56.26% |
| October 31, 2020 | 56.26% |
| September 30, 2020 | 56.26% |
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
51.18%
Minimum
Feb 2021
90.08%
Maximum
Jul 2024
70.66%
Average
70.71%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Abbott Laboratories | 33.88% |
| Becton Dickinson & Co | 29.62% |
| Repligen Corp | 64.79% |
| Perspective Therapeutics Inc | 91.70% |
| Xtant Medical Holdings Inc | 98.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.60 |
| Beta (5Y) | 0.1164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.03% |
| Historical Sharpe Ratio (5Y) | -0.1529 |
| Historical Sortino (5Y) | -0.2757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.79% |