Alkermes PLC (ALKS)
29.04
-0.20
(-0.70%)
USD |
NASDAQ |
Nov 14, 12:24
Alkermes Max Drawdown (5Y): 83.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.70% |
September 30, 2024 | 83.70% |
August 31, 2024 | 83.70% |
July 31, 2024 | 83.70% |
June 30, 2024 | 83.70% |
May 31, 2024 | 83.70% |
April 30, 2024 | 83.70% |
March 31, 2024 | 83.70% |
February 29, 2024 | 83.70% |
January 31, 2024 | 83.70% |
December 31, 2023 | 83.70% |
November 30, 2023 | 83.70% |
October 31, 2023 | 83.70% |
September 30, 2023 | 83.70% |
August 31, 2023 | 83.70% |
July 31, 2023 | 83.70% |
June 30, 2023 | 83.70% |
May 31, 2023 | 83.70% |
April 30, 2023 | 83.70% |
March 31, 2023 | 83.70% |
February 28, 2023 | 83.70% |
January 31, 2023 | 83.70% |
December 31, 2022 | 83.70% |
November 30, 2022 | 83.70% |
October 31, 2022 | 83.70% |
Date | Value |
---|---|
September 30, 2022 | 83.70% |
August 31, 2022 | 83.70% |
July 31, 2022 | 83.70% |
June 30, 2022 | 83.70% |
May 31, 2022 | 83.70% |
April 30, 2022 | 83.70% |
March 31, 2022 | 83.70% |
February 28, 2022 | 83.70% |
January 31, 2022 | 83.70% |
December 31, 2021 | 83.70% |
November 30, 2021 | 83.70% |
October 31, 2021 | 83.70% |
September 30, 2021 | 83.70% |
August 31, 2021 | 83.70% |
July 31, 2021 | 83.70% |
June 30, 2021 | 83.70% |
May 31, 2021 | 83.70% |
April 30, 2021 | 83.70% |
March 31, 2021 | 83.70% |
February 28, 2021 | 83.70% |
January 31, 2021 | 83.70% |
December 31, 2020 | 83.70% |
November 30, 2020 | 83.70% |
October 31, 2020 | 83.70% |
September 30, 2020 | 83.70% |
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
78.43%
Minimum
Nov 2019
83.70%
Maximum
Mar 2020
83.36%
Average
83.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jazz Pharmaceuticals PLC | 54.54% |
Medtronic PLC | 45.10% |
Perrigo Co PLC | 78.50% |
Iterum Therapeutics PLC | 99.63% |
Mallinckrodt PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.269 |
Beta (5Y) | 0.4728 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.57% |
Historical Sharpe Ratio (5Y) | 0.1359 |
Historical Sortino (5Y) | 0.1965 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.17% |