ACADIA Pharmaceuticals Inc (ACAD)
17.04
-0.01
(-0.06%)
USD |
NASDAQ |
May 06, 15:15
ACADIA Pharmaceuticals Max Drawdown (5Y): 77.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.18% |
| March 31, 2024 | 77.18% |
| February 29, 2024 | 77.18% |
| January 31, 2024 | 77.18% |
| December 31, 2023 | 77.18% |
| November 30, 2023 | 77.18% |
| October 31, 2023 | 77.18% |
| September 30, 2023 | 77.18% |
| August 31, 2023 | 77.18% |
| July 31, 2023 | 77.18% |
| June 30, 2023 | 77.18% |
| May 31, 2023 | 77.18% |
| April 30, 2023 | 77.18% |
| March 31, 2023 | 77.18% |
| February 28, 2023 | 77.18% |
| January 31, 2023 | 77.18% |
| December 31, 2022 | 77.18% |
| November 30, 2022 | 77.18% |
| October 31, 2022 | 77.18% |
| September 30, 2022 | 77.18% |
| August 31, 2022 | 77.18% |
| July 31, 2022 | 77.18% |
| June 30, 2022 | 77.18% |
| May 31, 2022 | 73.99% |
| April 30, 2022 | 73.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.99% |
| February 28, 2022 | 73.99% |
| January 31, 2022 | 73.99% |
| December 31, 2021 | 73.99% |
| November 30, 2021 | 73.99% |
| October 31, 2021 | 73.99% |
| September 30, 2021 | 73.99% |
| August 31, 2021 | 73.99% |
| July 31, 2021 | 73.99% |
| June 30, 2021 | 73.99% |
| May 31, 2021 | 73.99% |
| April 30, 2021 | 73.99% |
| March 31, 2021 | 73.99% |
| February 28, 2021 | 73.99% |
| January 31, 2021 | 73.99% |
| December 31, 2020 | 73.99% |
| November 30, 2020 | 73.99% |
| October 31, 2020 | 73.99% |
| September 30, 2020 | 73.99% |
| August 31, 2020 | 73.99% |
| July 31, 2020 | 73.99% |
| June 30, 2020 | 73.99% |
| May 31, 2020 | 73.99% |
| April 30, 2020 | 73.99% |
| March 31, 2020 | 73.99% |
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
73.99%
Minimum
May 2019
77.18%
Maximum
Jun 2022
75.21%
Average
73.99%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Amylyx Pharmaceuticals Inc | -- |
| Regulus Therapeutics Inc | 99.80% |
| Minerva Neurosciences Inc | 98.78% |
| Viking Therapeutics Inc | 89.26% |
| CytomX Therapeutics Inc | 96.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.74 |
| Beta (5Y) | 0.4187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.42% |
| Historical Sharpe Ratio (5Y) | -0.1553 |
| Historical Sortino (5Y) | -0.2426 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.53% |