Sonic Healthcare Ltd. (SKHHY)
12.82
+0.06
(+0.47%)
USD |
OTCM |
Oct 16, 16:00
Sonic Healthcare Max Drawdown (5Y) : 54.71% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 54.71% |
| August 31, 2026 | 54.71% |
| July 31, 2026 | 54.71% |
| June 30, 2026 | 54.71% |
| May 31, 2026 | 54.71% |
| April 30, 2026 | 54.60% |
| March 31, 2026 | 54.60% |
| February 28, 2026 | 54.60% |
| January 31, 2026 | 54.60% |
| December 31, 2025 | 54.60% |
| November 30, 2025 | 54.60% |
| October 31, 2025 | 54.19% |
| September 30, 2025 | 52.80% |
| August 31, 2025 | 51.40% |
| July 31, 2025 | 51.40% |
| June 30, 2025 | 51.40% |
| May 31, 2025 | 51.40% |
| April 30, 2025 | 51.40% |
| March 31, 2025 | 49.62% |
| February 28, 2025 | 49.62% |
| January 31, 2025 | 49.62% |
| December 31, 2024 | 49.62% |
| November 30, 2024 | 49.62% |
| October 31, 2024 | 49.62% |
| September 30, 2024 | 49.62% |
| Date | Value |
|---|---|
| August 31, 2024 | 49.62% |
| July 31, 2024 | 49.62% |
| June 30, 2024 | 49.62% |
| May 31, 2024 | 49.40% |
| 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 | 41.25% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Integral Diagnostics Ltd. | -- |
| Quest Diagnostics, Inc. | 28.60% |
| Labcorp Holdings, Inc. | 34.60% |
| OPKO Health, Inc. | 85.55% |
| Psychemedics Corp. | 87.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.90 |
| Beta (5Y) | 0.9705 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.89% |
| Historical Sharpe Ratio (5Y) | -0.6102 |
| Historical Sortino (5Y) | -0.9338 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.80% |