Dr Reddy's Laboratories Ltd (RDY)
71.69
-3.19
(-4.26%)
USD |
NYSE |
May 07, 15:41
Dr Reddy's Laboratories Max Drawdown (5Y): 47.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.61% |
March 31, 2024 | 47.61% |
February 29, 2024 | 47.61% |
January 31, 2024 | 47.61% |
December 31, 2023 | 47.61% |
November 30, 2023 | 47.61% |
October 31, 2023 | 47.61% |
September 30, 2023 | 47.61% |
August 31, 2023 | 50.49% |
July 31, 2023 | 51.92% |
June 30, 2023 | 51.92% |
May 31, 2023 | 51.92% |
April 30, 2023 | 55.90% |
March 31, 2023 | 56.78% |
February 28, 2023 | 57.42% |
January 31, 2023 | 57.42% |
December 31, 2022 | 57.42% |
November 30, 2022 | 57.42% |
October 31, 2022 | 57.42% |
September 30, 2022 | 57.42% |
August 31, 2022 | 57.42% |
July 31, 2022 | 57.42% |
June 30, 2022 | 57.42% |
May 31, 2022 | 57.42% |
April 30, 2022 | 57.42% |
Date | Value |
---|---|
March 31, 2022 | 57.42% |
February 28, 2022 | 57.42% |
January 31, 2022 | 57.42% |
December 31, 2021 | 57.42% |
November 30, 2021 | 57.42% |
October 31, 2021 | 57.42% |
September 30, 2021 | 57.42% |
August 31, 2021 | 57.42% |
July 31, 2021 | 57.42% |
June 30, 2021 | 57.42% |
May 31, 2021 | 57.42% |
April 30, 2021 | 57.42% |
March 31, 2021 | 57.42% |
February 28, 2021 | 57.42% |
January 31, 2021 | 57.42% |
December 31, 2020 | 57.42% |
November 30, 2020 | 57.42% |
October 31, 2020 | 57.42% |
September 30, 2020 | 57.42% |
August 31, 2020 | 57.42% |
July 31, 2020 | 57.42% |
June 30, 2020 | 57.42% |
May 31, 2020 | 57.42% |
April 30, 2020 | 57.42% |
March 31, 2020 | 57.42% |
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
47.61%
Minimum
Sep 2023
57.42%
Maximum
May 2019
55.69%
Average
57.42%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Concord Medical Services Holdings Ltd | 92.47% |
ASLAN Pharmaceuticals Ltd | 98.50% |
Zai Lab Ltd | 92.84% |
HDFC Bank Ltd | 54.28% |
SS Innovations International Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.858 |
Beta (5Y) | 0.5748 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.88% |
Historical Sharpe Ratio (5Y) | 0.3682 |
Historical Sortino (5Y) | 0.70 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |