Alkermes PLC (ALKS)

29.71 -0.26 (-0.87%) USD  |  NASDAQ  |  Dec 20, 16:00
29.71 0.00 (0.00%) After-Hours: 20:00
More

Alkermes Max Drawdown (5Y): 83.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ALKS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Jazz Pharmaceuticals PLC 54.54%
Medtronic PLC 45.10%
Perrigo Co PLC 79.05%
Iterum Therapeutics PLC 99.63%
Mallinckrodt PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.7504
Beta (5Y) 0.4921
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.28%
Historical Sharpe Ratio (5Y) 0.165
Historical Sortino (5Y) 0.2342
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.05%