Esperion Therapeutics Inc (ESPR)
2.41
-0.07
(-2.82%)
USD |
NASDAQ |
May 21, 16:00
2.51
+0.10
(+4.15%)
Pre-Market: 08:09
Esperion Therapeutics Max Drawdown (5Y): 99.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.01% |
March 31, 2024 | 99.01% |
February 29, 2024 | 99.01% |
January 31, 2024 | 99.01% |
December 31, 2023 | 99.01% |
November 30, 2023 | 99.01% |
October 31, 2023 | 99.01% |
September 30, 2023 | 98.70% |
August 31, 2023 | 98.37% |
July 31, 2023 | 98.37% |
June 30, 2023 | 98.37% |
May 31, 2023 | 98.37% |
April 30, 2023 | 98.37% |
March 31, 2023 | 98.02% |
February 28, 2023 | 95.86% |
January 31, 2023 | 95.86% |
December 31, 2022 | 95.86% |
November 30, 2022 | 95.86% |
October 31, 2022 | 95.86% |
September 30, 2022 | 95.86% |
August 31, 2022 | 95.86% |
July 31, 2022 | 95.86% |
June 30, 2022 | 95.86% |
May 31, 2022 | 95.86% |
April 30, 2022 | 95.86% |
Date | Value |
---|---|
March 31, 2022 | 95.86% |
February 28, 2022 | 95.86% |
January 31, 2022 | 95.48% |
December 31, 2021 | 94.04% |
November 30, 2021 | 91.18% |
October 31, 2021 | 90.49% |
September 30, 2021 | 90.49% |
August 31, 2021 | 91.85% |
July 31, 2021 | 91.85% |
June 30, 2021 | 91.85% |
May 31, 2021 | 91.85% |
April 30, 2021 | 91.85% |
March 31, 2021 | 91.85% |
February 28, 2021 | 91.85% |
January 31, 2021 | 91.85% |
December 31, 2020 | 91.85% |
November 30, 2020 | 91.85% |
October 31, 2020 | 91.85% |
September 30, 2020 | 91.85% |
August 31, 2020 | 91.85% |
July 31, 2020 | 91.85% |
June 30, 2020 | 91.85% |
May 31, 2020 | 91.85% |
April 30, 2020 | 91.85% |
March 31, 2020 | 91.85% |
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
90.49%
Minimum
Sep 2021
99.01%
Maximum
Oct 2023
94.36%
Average
91.85%
Median
May 2019
Max Drawdown (5Y) Benchmarks
United Therapeutics Corp | 60.30% |
Dynavax Technologies Corp | 92.83% |
Heron Therapeutics Inc | 98.09% |
Aldeyra Therapeutics Inc | 90.10% |
Deciphera Pharmaceuticals Inc | 90.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.04 |
Beta (5Y) | 0.8924 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.46% |
Historical Sharpe Ratio (5Y) | -0.5499 |
Historical Sortino (5Y) | -0.9422 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.81% |