Revvity Inc (RVTY)
107.38
-1.21
(-1.11%)
USD |
NYSE |
Mar 25, 16:00
106.88
-0.50
(-0.47%)
Pre-Market: 08:47
Revvity Max Drawdown (5Y): 59.01% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Bruker Corp | 49.79% |
| Agilent Technologies Inc | 42.74% |
| Bio-Rad Laboratories Inc | 68.03% |
| Azenta Inc | 70.61% |
| Harvard Bioscience Inc | 90.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.19 |
| Beta (5Y) | 1.064 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.18% |
| Historical Sharpe Ratio (5Y) | 0.1006 |
| Historical Sortino (5Y) | 0.1737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.22% |