Exelixis Inc (EXEL)
22.36
+0.45
(+2.05%)
USD |
NASDAQ |
May 07, 10:06
Exelixis Max Drawdown (5Y): 54.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.66% |
March 31, 2024 | 54.66% |
February 29, 2024 | 54.66% |
January 31, 2024 | 54.66% |
December 31, 2023 | 54.66% |
November 30, 2023 | 54.66% |
October 31, 2023 | 54.66% |
September 30, 2023 | 54.66% |
August 31, 2023 | 54.66% |
July 31, 2023 | 57.20% |
June 30, 2023 | 57.20% |
May 31, 2023 | 57.20% |
April 30, 2023 | 57.20% |
March 31, 2023 | 57.20% |
February 28, 2023 | 57.20% |
January 31, 2023 | 57.20% |
December 31, 2022 | 57.20% |
November 30, 2022 | 57.20% |
October 31, 2022 | 57.20% |
September 30, 2022 | 57.20% |
August 31, 2022 | 57.20% |
July 31, 2022 | 57.20% |
June 30, 2022 | 57.20% |
May 31, 2022 | 57.20% |
April 30, 2022 | 57.20% |
Date | Value |
---|---|
March 31, 2022 | 57.20% |
February 28, 2022 | 57.20% |
January 31, 2022 | 57.20% |
December 31, 2021 | 57.20% |
November 30, 2021 | 57.20% |
October 31, 2021 | 57.20% |
September 30, 2021 | 57.20% |
August 31, 2021 | 57.20% |
July 31, 2021 | 57.20% |
June 30, 2021 | 57.20% |
May 31, 2021 | 57.20% |
April 30, 2021 | 57.20% |
March 31, 2021 | 57.20% |
February 28, 2021 | 57.20% |
January 31, 2021 | 57.20% |
December 31, 2020 | 68.42% |
November 30, 2020 | 68.85% |
October 31, 2020 | 68.85% |
September 30, 2020 | 68.85% |
August 31, 2020 | 68.85% |
July 31, 2020 | 68.85% |
June 30, 2020 | 68.85% |
May 31, 2020 | 68.85% |
April 30, 2020 | 73.25% |
March 31, 2020 | 73.98% |
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
54.66%
Minimum
Aug 2023
89.64%
Maximum
May 2019
63.66%
Average
57.20%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Regeneron Pharmaceuticals Inc | 53.84% |
Johnson & Johnson | 27.36% |
Merck & Co Inc | 27.26% |
Pfizer Inc | 54.78% |
Legend Biotech Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.768 |
Beta (5Y) | 0.5669 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.37% |
Historical Sharpe Ratio (5Y) | 0.0375 |
Historical Sortino (5Y) | 0.0699 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.19% |