Alcon Inc (ALC)
85.57
+0.07
(+0.08%)
USD |
NYSE |
Nov 21, 16:00
85.53
-0.04
(-0.05%)
After-Hours: 20:00
Alcon Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| AC Immune SA | 89.55% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
| Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.779 |
| Beta (5Y) | 0.9931 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.17% |
| Historical Sharpe Ratio (5Y) | 0.25 |
| Historical Sortino (5Y) | 0.3976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.42% |