Takeda Pharmaceutical Co Ltd (TAK)
13.31
-0.08
(-0.60%)
USD |
NYSE |
May 16, 16:00
13.32
0.00 (0.00%)
After-Hours: 20:00
Takeda Pharmaceutical Max Drawdown (5Y): 54.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.24% |
March 31, 2024 | 54.24% |
February 29, 2024 | 54.24% |
January 31, 2024 | 54.24% |
December 31, 2023 | 54.24% |
November 30, 2023 | 54.24% |
October 31, 2023 | 54.24% |
September 30, 2023 | 54.24% |
August 31, 2023 | 54.24% |
July 31, 2023 | 54.24% |
June 30, 2023 | 54.24% |
May 31, 2023 | 54.24% |
April 30, 2023 | 54.24% |
March 31, 2023 | 54.24% |
February 28, 2023 | 54.24% |
January 31, 2023 | 54.24% |
December 31, 2022 | 54.24% |
November 30, 2022 | 54.24% |
October 31, 2022 | 54.24% |
September 30, 2022 | 54.24% |
August 31, 2022 | 54.24% |
July 31, 2022 | 54.24% |
June 30, 2022 | 54.24% |
May 31, 2022 | 54.24% |
April 30, 2022 | 54.24% |
Date | Value |
---|---|
March 31, 2022 | 54.24% |
February 28, 2022 | 54.24% |
January 31, 2022 | 54.24% |
December 31, 2021 | 54.24% |
November 30, 2021 | 54.24% |
October 31, 2021 | 54.24% |
September 30, 2021 | 54.24% |
August 31, 2021 | 54.24% |
July 31, 2021 | 54.24% |
June 30, 2021 | 54.24% |
May 31, 2021 | 54.24% |
April 30, 2021 | 54.24% |
March 31, 2021 | 54.24% |
February 28, 2021 | 54.24% |
January 31, 2021 | 54.24% |
December 31, 2020 | 54.24% |
November 30, 2020 | 54.24% |
October 31, 2020 | 54.24% |
September 30, 2020 | 54.24% |
August 31, 2020 | 54.24% |
July 31, 2020 | 54.24% |
June 30, 2020 | 54.24% |
May 31, 2020 | 54.24% |
April 30, 2020 | 54.24% |
March 31, 2020 | 54.24% |
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
47.36%
Minimum
May 2019
54.24%
Maximum
Mar 2020
53.09%
Average
54.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Astellas Pharma Inc | 45.22% |
Nxera Pharma Co Ltd | 95.29% |
PeptiDream Inc | 87.73% |
Healios KK | -- |
AnGes Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.76 |
Beta (5Y) | 0.5542 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.59% |
Historical Sharpe Ratio (5Y) | -0.1866 |
Historical Sortino (5Y) | -0.2919 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |