Eagle Pharmaceuticals Inc (EGRX)
4.16
-0.08
(-1.89%)
USD |
NASDAQ |
Apr 26, 16:00
4.15
-0.01
(-0.24%)
After-Hours: 20:00
Eagle Pharmaceuticals Max Drawdown (5Y): 93.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 93.38% |
| February 29, 2024 | 93.38% |
| January 31, 2024 | 93.38% |
| December 31, 2023 | 92.80% |
| November 30, 2023 | 91.17% |
| October 31, 2023 | 79.75% |
| September 30, 2023 | 78.27% |
| August 31, 2023 | 78.27% |
| July 31, 2023 | 78.27% |
| June 30, 2023 | 78.27% |
| May 31, 2023 | 76.22% |
| April 30, 2023 | 70.21% |
| March 31, 2023 | 70.21% |
| February 28, 2023 | 70.21% |
| January 31, 2023 | 70.21% |
| December 31, 2022 | 70.21% |
| November 30, 2022 | 70.21% |
| October 31, 2022 | 70.21% |
| September 30, 2022 | 68.50% |
| August 31, 2022 | 65.82% |
| July 31, 2022 | 65.82% |
| June 30, 2022 | 65.82% |
| May 31, 2022 | 65.82% |
| April 30, 2022 | 65.82% |
| March 31, 2022 | 65.82% |
| Date | Value |
|---|---|
| February 28, 2022 | 65.82% |
| January 31, 2022 | 65.82% |
| December 31, 2021 | 65.82% |
| November 30, 2021 | 65.82% |
| October 31, 2021 | 65.82% |
| September 30, 2021 | 65.82% |
| August 31, 2021 | 65.82% |
| July 31, 2021 | 65.82% |
| June 30, 2021 | 65.82% |
| May 31, 2021 | 65.82% |
| April 30, 2021 | 65.82% |
| March 31, 2021 | 65.82% |
| February 28, 2021 | 65.82% |
| January 31, 2021 | 66.19% |
| December 31, 2020 | 66.19% |
| November 30, 2020 | 66.19% |
| October 31, 2020 | 66.19% |
| September 30, 2020 | 66.19% |
| August 31, 2020 | 66.19% |
| July 31, 2020 | 66.19% |
| June 30, 2020 | 66.19% |
| May 31, 2020 | 66.19% |
| April 30, 2020 | 66.19% |
| March 31, 2020 | 66.19% |
| February 29, 2020 | 66.19% |
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
65.82%
Minimum
Feb 2021
93.38%
Maximum
Jan 2024
70.00%
Average
66.19%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Inspire Medical Systems Inc | 61.59% |
| Soligenix Inc | 99.21% |
| Marinus Pharmaceuticals Inc | 94.98% |
| NovaBay Pharmaceuticals Inc | 99.90% |
| Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.79 |
| Beta (5Y) | 0.4106 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.86% |
| Historical Sharpe Ratio (5Y) | -0.7707 |
| Historical Sortino (5Y) | -1.051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.17% |