Dentsply Sirona Inc (XRAY)
30.75
-0.10
(-0.34%)
USD |
NASDAQ |
Apr 24, 10:55
Dentsply Sirona Max Drawdown (5Y): 60.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 60.56% |
| February 29, 2024 | 60.56% |
| January 31, 2024 | 60.56% |
| December 31, 2023 | 60.56% |
| November 30, 2023 | 60.56% |
| October 31, 2023 | 60.56% |
| September 30, 2023 | 60.56% |
| August 31, 2023 | 60.56% |
| July 31, 2023 | 60.56% |
| June 30, 2023 | 60.56% |
| May 31, 2023 | 60.56% |
| April 30, 2023 | 60.56% |
| March 31, 2023 | 60.56% |
| February 28, 2023 | 60.56% |
| January 31, 2023 | 60.56% |
| December 31, 2022 | 60.56% |
| November 30, 2022 | 60.56% |
| October 31, 2022 | 58.82% |
| September 30, 2022 | 58.33% |
| August 31, 2022 | 52.70% |
| July 31, 2022 | 52.70% |
| June 30, 2022 | 52.70% |
| May 31, 2022 | 52.70% |
| April 30, 2022 | 52.70% |
| March 31, 2022 | 52.70% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.70% |
| January 31, 2022 | 52.70% |
| December 31, 2021 | 52.70% |
| November 30, 2021 | 52.70% |
| October 31, 2021 | 52.70% |
| September 30, 2021 | 52.70% |
| August 31, 2021 | 52.70% |
| July 31, 2021 | 52.70% |
| June 30, 2021 | 52.70% |
| May 31, 2021 | 52.70% |
| April 30, 2021 | 52.70% |
| March 31, 2021 | 52.70% |
| February 28, 2021 | 52.70% |
| January 31, 2021 | 52.70% |
| December 31, 2020 | 52.70% |
| November 30, 2020 | 52.70% |
| October 31, 2020 | 52.70% |
| September 30, 2020 | 52.70% |
| August 31, 2020 | 52.70% |
| July 31, 2020 | 52.70% |
| June 30, 2020 | 52.70% |
| May 31, 2020 | 52.70% |
| April 30, 2020 | 52.70% |
| March 31, 2020 | 52.70% |
| February 29, 2020 | 49.59% |
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
49.59%
Minimum
Apr 2019
60.56%
Maximum
Nov 2022
54.56%
Average
52.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Biolase Inc | 100.00% |
| Milestone Scientific Inc | 91.55% |
| Wellness Center USA Inc | 99.92% |
| Envista Holdings Corp | -- |
| Sonendo Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.54 |
| Beta (5Y) | 0.9847 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.47% |
| Historical Sharpe Ratio (5Y) | -0.2759 |
| Historical Sortino (5Y) | -0.3853 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.63% |