Alnylam Pharmaceuticals Inc (ALNY)
147.26
-0.44
(-0.30%)
USD |
NASDAQ |
Apr 16, 11:24
Alnylam Pharmaceuticals Max Drawdown (5Y): 54.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.98% |
| February 29, 2024 | 55.66% |
| January 31, 2024 | 55.66% |
| December 31, 2023 | 55.66% |
| November 30, 2023 | 55.66% |
| October 31, 2023 | 55.66% |
| September 30, 2023 | 57.81% |
| August 31, 2023 | 57.81% |
| July 31, 2023 | 57.81% |
| June 30, 2023 | 57.81% |
| May 31, 2023 | 57.81% |
| April 30, 2023 | 57.81% |
| March 31, 2023 | 57.81% |
| February 28, 2023 | 57.81% |
| January 31, 2023 | 57.81% |
| December 31, 2022 | 57.81% |
| November 30, 2022 | 57.81% |
| October 31, 2022 | 57.81% |
| September 30, 2022 | 57.81% |
| August 31, 2022 | 57.81% |
| July 31, 2022 | 57.81% |
| June 30, 2022 | 57.81% |
| May 31, 2022 | 57.81% |
| April 30, 2022 | 57.81% |
| March 31, 2022 | 57.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.08% |
| January 31, 2022 | 65.58% |
| December 31, 2021 | 65.58% |
| November 30, 2021 | 70.84% |
| October 31, 2021 | 73.42% |
| September 30, 2021 | 73.42% |
| August 31, 2021 | 77.36% |
| July 31, 2021 | 77.36% |
| June 30, 2021 | 77.36% |
| May 31, 2021 | 77.36% |
| April 30, 2021 | 77.36% |
| March 31, 2021 | 77.36% |
| February 28, 2021 | 77.36% |
| January 31, 2021 | 77.36% |
| December 31, 2020 | 77.36% |
| November 30, 2020 | 77.36% |
| October 31, 2020 | 77.36% |
| September 30, 2020 | 77.36% |
| August 31, 2020 | 77.36% |
| July 31, 2020 | 77.36% |
| June 30, 2020 | 77.36% |
| May 31, 2020 | 77.36% |
| April 30, 2020 | 77.36% |
| March 31, 2020 | 77.36% |
| February 29, 2020 | 77.36% |
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
54.98%
Minimum
Mar 2024
77.36%
Maximum
Apr 2019
68.10%
Average
73.42%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Ionis Pharmaceuticals Inc | 70.27% |
| Pfizer Inc | 53.93% |
| Blueprint Medicines Corp | 69.50% |
| Madrigal Pharmaceuticals Inc | 82.20% |
| Sarepta Therapeutics Inc | 64.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.793 |
| Beta (5Y) | 0.3874 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.67% |
| Historical Sharpe Ratio (5Y) | 0.1682 |
| Historical Sortino (5Y) | 0.3525 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |