Alcon Inc (ALC)

86.15 +0.77 (+0.90%) USD  |  NYSE  |  Dec 24, 13:00
86.15 0.00 (0.00%) After-Hours: 13:07
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Alcon Max Drawdown (5Y): 37.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Novartis AG 25.84%
AC Immune SA 89.55%
CRISPR Therapeutics AG 81.61%
Addex Therapeutics Ltd --
NLS Pharmaceutics Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.353
Beta (5Y) 0.9823
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.37%
Historical Sharpe Ratio (5Y) 0.2738
Historical Sortino (5Y) 0.4441
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.66%