Alnylam Pharmaceuticals Inc (ALNY)
273.91
+7.32
(+2.75%)
USD |
NASDAQ |
Nov 01, 16:00
273.75
-0.16
(-0.06%)
After-Hours: 20:00
Alnylam Pharmaceuticals Max Drawdown (5Y): 42.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.46% |
| September 30, 2024 | 42.46% |
| August 31, 2024 | 42.46% |
| July 31, 2024 | 49.18% |
| June 30, 2024 | 49.84% |
| May 31, 2024 | 51.93% |
| April 30, 2024 | 52.27% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
42.46%
Minimum
Aug 2024
77.36%
Maximum
Nov 2019
64.58%
Average
57.81%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Regeneron Pharmaceuticals Inc | 43.25% |
| BridgeBio Pharma Inc | 92.80% |
| Biomarin Pharmaceutical Inc | 52.14% |
| Johnson & Johnson | 27.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.78 |
| Beta (5Y) | 0.3899 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.08% |
| Historical Sharpe Ratio (5Y) | 0.4381 |
| Historical Sortino (5Y) | 1.020 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |