Avadel Pharmaceuticals PLC (AVDL)
11.88
+0.22
(+1.89%)
USD |
NASDAQ |
Nov 22, 13:57
Avadel Pharmaceuticals Max Drawdown (5Y): 90.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 90.89% |
September 30, 2024 | 90.89% |
August 31, 2024 | 91.67% |
July 31, 2024 | 92.53% |
June 30, 2024 | 92.53% |
May 31, 2024 | 93.97% |
April 30, 2024 | 95.52% |
March 31, 2024 | 95.76% |
February 29, 2024 | 95.76% |
January 31, 2024 | 95.76% |
December 31, 2023 | 95.76% |
November 30, 2023 | 95.76% |
October 31, 2023 | 95.76% |
September 30, 2023 | 95.76% |
August 31, 2023 | 95.76% |
July 31, 2023 | 95.76% |
June 30, 2023 | 95.76% |
May 31, 2023 | 95.76% |
April 30, 2023 | 95.76% |
March 31, 2023 | 95.76% |
February 28, 2023 | 95.76% |
January 31, 2023 | 95.76% |
December 31, 2022 | 95.76% |
November 30, 2022 | 95.76% |
October 31, 2022 | 95.76% |
Date | Value |
---|---|
September 30, 2022 | 95.76% |
August 31, 2022 | 95.76% |
July 31, 2022 | 95.76% |
June 30, 2022 | 95.76% |
May 31, 2022 | 95.76% |
April 30, 2022 | 95.76% |
March 31, 2022 | 95.76% |
February 28, 2022 | 95.76% |
January 31, 2022 | 95.76% |
December 31, 2021 | 95.76% |
November 30, 2021 | 95.76% |
October 31, 2021 | 95.76% |
September 30, 2021 | 95.76% |
August 31, 2021 | 95.76% |
July 31, 2021 | 95.76% |
June 30, 2021 | 95.76% |
May 31, 2021 | 95.76% |
April 30, 2021 | 95.76% |
March 31, 2021 | 95.76% |
February 28, 2021 | 95.76% |
January 31, 2021 | 95.76% |
December 31, 2020 | 95.76% |
November 30, 2020 | 95.76% |
October 31, 2020 | 95.76% |
September 30, 2020 | 95.76% |
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
90.89%
Minimum
Sep 2024
95.76%
Maximum
Nov 2019
95.39%
Average
95.76%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Jazz Pharmaceuticals PLC | 54.54% |
Medtronic PLC | 45.10% |
Alkermes PLC | 83.70% |
Perrigo Co PLC | 79.05% |
Iterum Therapeutics PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.670 |
Beta (5Y) | 1.475 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.43% |
Historical Sharpe Ratio (5Y) | 0.3157 |
Historical Sortino (5Y) | 0.6636 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.09% |