Apellis Pharmaceuticals Inc (APLS)
27.73
+0.24
(+0.87%)
USD |
NASDAQ |
Nov 21, 16:00
27.73
0.00 (0.00%)
After-Hours: 20:00
Apellis Pharmaceuticals Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Biomarin Pharmaceutical Inc | 52.14% |
| Ionis Pharmaceuticals Inc | 70.27% |
| EyePoint Pharmaceuticals Inc | 93.95% |
| Cassava Sciences Inc | 92.93% |
| Macrogenics Inc | 93.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.09 |
| Beta (5Y) | 0.8702 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.47% |
| Historical Sharpe Ratio (5Y) | -0.0518 |
| Historical Sortino (5Y) | -0.0747 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.13% |