Amphastar Pharmaceuticals Inc (AMPH)
41.11
+0.28
(+0.69%)
USD |
NASDAQ |
Apr 26, 16:00
41.12
+0.01
(+0.02%)
Pre-Market: 20:00
Amphastar Pharmaceuticals Max Drawdown (5Y): 49.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.92% |
February 29, 2024 | 49.92% |
January 31, 2024 | 49.92% |
December 31, 2023 | 49.92% |
November 30, 2023 | 49.92% |
October 31, 2023 | 49.92% |
September 30, 2023 | 49.92% |
August 31, 2023 | 49.92% |
July 31, 2023 | 49.92% |
June 30, 2023 | 49.92% |
May 31, 2023 | 49.92% |
April 30, 2023 | 49.92% |
March 31, 2023 | 49.92% |
February 28, 2023 | 49.92% |
January 31, 2023 | 49.92% |
December 31, 2022 | 49.92% |
November 30, 2022 | 49.92% |
October 31, 2022 | 49.92% |
September 30, 2022 | 49.92% |
August 31, 2022 | 49.92% |
July 31, 2022 | 49.92% |
June 30, 2022 | 49.92% |
May 31, 2022 | 49.92% |
April 30, 2022 | 49.92% |
March 31, 2022 | 49.92% |
Date | Value |
---|---|
February 28, 2022 | 49.92% |
January 31, 2022 | 49.92% |
December 31, 2021 | 49.92% |
November 30, 2021 | 49.92% |
October 31, 2021 | 49.92% |
September 30, 2021 | 49.92% |
August 31, 2021 | 49.92% |
July 31, 2021 | 49.92% |
June 30, 2021 | 49.92% |
May 31, 2021 | 49.92% |
April 30, 2021 | 49.92% |
March 31, 2021 | 49.92% |
February 28, 2021 | 49.92% |
January 31, 2021 | 49.92% |
December 31, 2020 | 49.92% |
November 30, 2020 | 49.92% |
October 31, 2020 | 49.92% |
September 30, 2020 | 49.92% |
August 31, 2020 | 49.92% |
July 31, 2020 | 49.92% |
June 30, 2020 | 49.92% |
May 31, 2020 | 49.92% |
April 30, 2020 | 49.92% |
March 31, 2020 | 49.92% |
February 29, 2020 | 43.39% |
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
43.39%
Minimum
Apr 2019
49.92%
Maximum
Mar 2020
48.72%
Average
49.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Dentsply Sirona Inc | 60.56% |
Pacira BioSciences Inc | 70.10% |
Organon & Co | -- |
NovaBay Pharmaceuticals Inc | 99.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.511 |
Beta (5Y) | 0.8448 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.89% |
Historical Sharpe Ratio (5Y) | 0.3645 |
Historical Sortino (5Y) | 0.6755 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.84% |