Alkermes PLC (ALKS)
33.69
-0.19
(-0.56%)
USD |
NASDAQ |
Mar 26, 16:00
33.67
-0.02
(-0.06%)
After-Hours: 20:00
Alkermes Max Drawdown (5Y): 83.70% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Jazz Pharmaceuticals PLC | 54.54% |
| Amarin Corp PLC | 98.07% |
| Medtronic PLC | 45.10% |
| Perrigo Co PLC | 79.05% |
| Avadel Pharmaceuticals PLC | 90.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7156 |
| Beta (5Y) | 0.6193 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.05% |
| Historical Sharpe Ratio (5Y) | 0.2897 |
| Historical Sortino (5Y) | 0.4473 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.74% |