Qiagen NV (QGEN)
42.78
+0.45
(+1.06%)
USD |
NYSE |
Nov 22, 16:00
42.79
+0.01
(+0.02%)
After-Hours: 20:00
Qiagen Max Drawdown (5Y): 37.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.44% |
September 30, 2024 | 38.61% |
August 31, 2024 | 38.61% |
July 31, 2024 | 38.61% |
June 30, 2024 | 38.61% |
May 31, 2024 | 38.61% |
April 30, 2024 | 38.61% |
March 31, 2024 | 38.61% |
February 29, 2024 | 38.61% |
January 31, 2024 | 38.61% |
December 31, 2023 | 38.61% |
November 30, 2023 | 38.61% |
October 31, 2023 | 38.61% |
September 30, 2023 | 38.61% |
August 31, 2023 | 38.61% |
July 31, 2023 | 38.61% |
June 30, 2023 | 38.61% |
May 31, 2023 | 38.61% |
April 30, 2023 | 38.61% |
March 31, 2023 | 38.61% |
February 28, 2023 | 38.61% |
January 31, 2023 | 38.61% |
December 31, 2022 | 38.61% |
November 30, 2022 | 38.61% |
October 31, 2022 | 38.61% |
Date | Value |
---|---|
September 30, 2022 | 38.61% |
August 31, 2022 | 38.61% |
July 31, 2022 | 38.61% |
June 30, 2022 | 38.61% |
May 31, 2022 | 38.61% |
April 30, 2022 | 38.61% |
March 31, 2022 | 38.61% |
February 28, 2022 | 38.61% |
January 31, 2022 | 38.61% |
December 31, 2021 | 38.61% |
November 30, 2021 | 38.61% |
October 31, 2021 | 38.61% |
September 30, 2021 | 38.61% |
August 31, 2021 | 38.61% |
July 31, 2021 | 38.61% |
June 30, 2021 | 38.61% |
May 31, 2021 | 38.61% |
April 30, 2021 | 38.61% |
March 31, 2021 | 38.61% |
February 28, 2021 | 38.61% |
January 31, 2021 | 38.61% |
December 31, 2020 | 38.61% |
November 30, 2020 | 38.61% |
October 31, 2020 | 38.61% |
September 30, 2020 | 38.61% |
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
37.44%
Minimum
Oct 2024
38.61%
Maximum
Nov 2019
38.59%
Average
38.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
LENZ Therapeutics Inc | -- |
Oruka Therapeutics Inc | -- |
Boston Scientific Corp | 43.49% |
Merus NV | 67.42% |
uniQure NV | 94.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5195 |
Beta (5Y) | 0.4084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.29% |
Historical Sharpe Ratio (5Y) | 0.204 |
Historical Sortino (5Y) | 0.3421 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |