Corcept Therapeutics Inc (CORT)
23.93
-1.15
(-4.59%)
USD |
NASDAQ |
May 03, 10:32
Corcept Therapeutics Max Drawdown (5Y): 60.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.35% |
March 31, 2024 | 61.61% |
February 29, 2024 | 61.65% |
January 31, 2024 | 61.65% |
December 31, 2023 | 61.65% |
November 30, 2023 | 61.65% |
October 31, 2023 | 61.65% |
September 30, 2023 | 61.65% |
August 31, 2023 | 61.65% |
July 31, 2023 | 61.65% |
June 30, 2023 | 61.65% |
May 31, 2023 | 61.65% |
April 30, 2023 | 61.65% |
March 31, 2023 | 61.65% |
February 28, 2023 | 61.65% |
January 31, 2023 | 61.65% |
December 31, 2022 | 61.65% |
November 30, 2022 | 61.65% |
October 31, 2022 | 61.65% |
September 30, 2022 | 61.65% |
August 31, 2022 | 61.65% |
July 31, 2022 | 61.65% |
June 30, 2022 | 61.65% |
May 31, 2022 | 61.65% |
April 30, 2022 | 61.65% |
Date | Value |
---|---|
March 31, 2022 | 61.65% |
February 28, 2022 | 61.65% |
January 31, 2022 | 61.65% |
December 31, 2021 | 61.65% |
November 30, 2021 | 61.65% |
October 31, 2021 | 61.65% |
September 30, 2021 | 61.65% |
August 31, 2021 | 61.65% |
July 31, 2021 | 61.65% |
June 30, 2021 | 61.65% |
May 31, 2021 | 61.65% |
April 30, 2021 | 61.65% |
March 31, 2021 | 61.65% |
February 28, 2021 | 61.65% |
January 31, 2021 | 61.65% |
December 31, 2020 | 61.65% |
November 30, 2020 | 61.65% |
October 31, 2020 | 61.65% |
September 30, 2020 | 61.65% |
August 31, 2020 | 61.65% |
July 31, 2020 | 61.65% |
June 30, 2020 | 61.65% |
May 31, 2020 | 61.65% |
April 30, 2020 | 61.65% |
March 31, 2020 | 61.65% |
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
60.35%
Minimum
Apr 2024
61.65%
Maximum
May 2019
61.62%
Average
61.65%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Ultragenyx Pharmaceutical Inc | 82.11% |
Alnylam Pharmaceuticals Inc | 52.27% |
Catalyst Pharmaceuticals Inc | 64.87% |
United Therapeutics Corp | 60.30% |
XOMA Corp | 86.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.889 |
Beta (5Y) | 0.4993 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.18% |
Historical Sharpe Ratio (5Y) | 0.2377 |
Historical Sortino (5Y) | 0.4823 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.87% |