Revvity Inc (RVTY)
100.61
-0.47
(-0.46%)
USD |
NYSE |
May 03, 16:00
100.56
-0.05
(-0.05%)
Pre-Market: 20:00
Revvity Max Drawdown (5Y): 59.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.01% |
| March 31, 2024 | 59.01% |
| February 29, 2024 | 59.01% |
| January 31, 2024 | 59.01% |
| December 31, 2023 | 59.01% |
| November 30, 2023 | 59.01% |
| October 31, 2023 | 59.01% |
| September 30, 2023 | 46.68% |
| August 31, 2023 | 44.59% |
| July 31, 2023 | 44.59% |
| June 30, 2023 | 44.59% |
| May 31, 2023 | 43.03% |
| April 30, 2023 | 41.73% |
| March 31, 2023 | 41.73% |
| February 28, 2023 | 41.73% |
| January 31, 2023 | 41.73% |
| December 31, 2022 | 41.73% |
| November 30, 2022 | 41.73% |
| October 31, 2022 | 41.73% |
| September 30, 2022 | 41.20% |
| August 31, 2022 | 34.38% |
| July 31, 2022 | 34.38% |
| June 30, 2022 | 34.38% |
| May 31, 2022 | 34.38% |
| April 30, 2022 | 34.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.38% |
| February 28, 2022 | 34.38% |
| January 31, 2022 | 34.38% |
| December 31, 2021 | 34.38% |
| November 30, 2021 | 34.38% |
| October 31, 2021 | 34.38% |
| September 30, 2021 | 34.38% |
| August 31, 2021 | 34.38% |
| July 31, 2021 | 34.38% |
| June 30, 2021 | 34.38% |
| May 31, 2021 | 34.38% |
| April 30, 2021 | 34.38% |
| March 31, 2021 | 34.38% |
| February 28, 2021 | 34.38% |
| January 31, 2021 | 34.38% |
| December 31, 2020 | 34.38% |
| November 30, 2020 | 34.38% |
| October 31, 2020 | 34.38% |
| September 30, 2020 | 34.38% |
| August 31, 2020 | 34.38% |
| July 31, 2020 | 34.38% |
| June 30, 2020 | 34.38% |
| May 31, 2020 | 34.38% |
| April 30, 2020 | 34.38% |
| March 31, 2020 | 34.38% |
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
26.05%
Minimum
May 2019
59.01%
Maximum
Oct 2023
37.70%
Average
34.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Agilent Technologies Inc | 42.74% |
| Bruker Corp | 46.31% |
| Azenta Inc | 70.61% |
| Harvard Bioscience Inc | 78.65% |
| Bionano Genomics Inc | 99.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.57 |
| Beta (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.53% |
| Historical Sharpe Ratio (5Y) | -0.0143 |
| Historical Sortino (5Y) | -0.023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.04% |