Thermo Fisher Scientific Inc (TMO)
571.73
-5.66
(-0.98%)
USD |
NYSE |
Apr 25, 16:00
579.51
+7.78
(+1.36%)
Pre-Market: 06:39
Thermo Fisher Scientific Max Drawdown (5Y): 35.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.07% |
| February 29, 2024 | 35.07% |
| January 31, 2024 | 35.07% |
| December 31, 2023 | 35.07% |
| November 30, 2023 | 35.07% |
| October 31, 2023 | 35.07% |
| September 30, 2023 | 27.23% |
| August 31, 2023 | 27.23% |
| July 31, 2023 | 27.23% |
| June 30, 2023 | 27.23% |
| May 31, 2023 | 27.23% |
| April 30, 2023 | 27.23% |
| March 31, 2023 | 27.23% |
| February 28, 2023 | 27.23% |
| January 31, 2023 | 27.23% |
| December 31, 2022 | 27.23% |
| November 30, 2022 | 27.23% |
| October 31, 2022 | 26.91% |
| September 30, 2022 | 24.87% |
| August 31, 2022 | 24.87% |
| July 31, 2022 | 24.87% |
| June 30, 2022 | 24.87% |
| May 31, 2022 | 24.87% |
| April 30, 2022 | 24.87% |
| March 31, 2022 | 24.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 24.87% |
| January 31, 2022 | 24.87% |
| December 31, 2021 | 24.87% |
| November 30, 2021 | 24.87% |
| October 31, 2021 | 24.87% |
| September 30, 2021 | 24.87% |
| August 31, 2021 | 24.87% |
| July 31, 2021 | 24.87% |
| June 30, 2021 | 24.87% |
| May 31, 2021 | 24.87% |
| April 30, 2021 | 24.87% |
| March 31, 2021 | 24.87% |
| February 28, 2021 | 24.87% |
| January 31, 2021 | 24.87% |
| December 31, 2020 | 24.87% |
| November 30, 2020 | 24.87% |
| October 31, 2020 | 24.87% |
| September 30, 2020 | 24.87% |
| August 31, 2020 | 24.87% |
| July 31, 2020 | 24.87% |
| June 30, 2020 | 24.87% |
| May 31, 2020 | 24.87% |
| April 30, 2020 | 24.87% |
| March 31, 2020 | 24.87% |
| February 29, 2020 | 17.21% |
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
17.21%
Minimum
Apr 2019
35.07%
Maximum
Oct 2023
24.95%
Average
24.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fonar Corp | 66.64% |
| XWELL Inc | 99.91% |
| ProPhase Labs Inc | 71.22% |
| Applied DNA Sciences Inc | 99.48% |
| Veracyte Inc | 81.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.136 |
| Beta (5Y) | 0.7964 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.27% |
| Historical Sharpe Ratio (5Y) | 0.5988 |
| Historical Sortino (5Y) | 1.130 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.77% |