Sonic Healthcare Ltd (SKHHY)
17.58
-0.25
(-1.39%)
USD |
OTCM |
May 20, 09:34
Sonic Healthcare Max Drawdown (5Y): 47.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.65% |
| March 31, 2024 | 43.75% |
| February 29, 2024 | 43.73% |
| January 31, 2024 | 43.73% |
| December 31, 2023 | 43.73% |
| November 30, 2023 | 43.73% |
| October 31, 2023 | 43.73% |
| September 30, 2023 | 43.40% |
| August 31, 2023 | 43.40% |
| July 31, 2023 | 43.40% |
| June 30, 2023 | 43.40% |
| May 31, 2023 | 43.40% |
| April 30, 2023 | 43.40% |
| March 31, 2023 | 43.40% |
| February 28, 2023 | 43.40% |
| January 31, 2023 | 43.40% |
| December 31, 2022 | 43.40% |
| November 30, 2022 | 43.40% |
| October 31, 2022 | 43.40% |
| September 30, 2022 | 41.74% |
| August 31, 2022 | 40.80% |
| July 31, 2022 | 40.80% |
| June 30, 2022 | 40.80% |
| May 31, 2022 | 40.80% |
| April 30, 2022 | 40.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.80% |
| February 28, 2022 | 40.80% |
| January 31, 2022 | 40.80% |
| December 31, 2021 | 40.80% |
| November 30, 2021 | 40.80% |
| October 31, 2021 | 40.80% |
| September 30, 2021 | 40.80% |
| August 31, 2021 | 40.80% |
| July 31, 2021 | 40.80% |
| June 30, 2021 | 40.80% |
| May 31, 2021 | 40.80% |
| April 30, 2021 | 40.80% |
| March 31, 2021 | 40.80% |
| February 28, 2021 | 40.80% |
| January 31, 2021 | 40.80% |
| December 31, 2020 | 40.80% |
| November 30, 2020 | 40.80% |
| October 31, 2020 | 40.80% |
| September 30, 2020 | 40.80% |
| August 31, 2020 | 40.80% |
| July 31, 2020 | 40.80% |
| June 30, 2020 | 40.80% |
| May 31, 2020 | 40.80% |
| April 30, 2020 | 40.80% |
| March 31, 2020 | 40.80% |
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
30.49%
Minimum
May 2019
47.65%
Maximum
Apr 2024
40.03%
Average
40.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 95.96% |
| Kazia Therapeutics Ltd | 98.63% |
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.04 |
| Beta (5Y) | 1.051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.31% |
| Historical Sharpe Ratio (5Y) | -0.0111 |
| Historical Sortino (5Y) | -0.0153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |