Thermo Fisher Scientific Inc (TMO)

524.05 +7.36 (+1.42%) USD  |  NYSE  |  Dec 20, 16:00
523.70 -0.35 (-0.07%) Pre-Market: 20:00
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Thermo Fisher Scientific Max Drawdown (5Y): 35.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fonar Corp 66.64%
XWELL Inc 99.92%
ProPhase Labs Inc 94.98%
Applied DNA Sciences Inc 99.95%
Veracyte Inc 81.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.360
Beta (5Y) 0.7665
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.86%
Historical Sharpe Ratio (5Y) 0.3572
Historical Sortino (5Y) 0.6717
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.24%