Avadel Pharmaceuticals PLC (AVDL)
11.67
-0.35
(-2.91%)
USD |
NASDAQ |
Nov 14, 12:29
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 | 90.89% |
| July 31, 2024 | 90.89% |
| June 30, 2024 | 91.67% |
| May 31, 2024 | 92.53% |
| April 30, 2024 | 92.53% |
| March 31, 2024 | 93.97% |
| February 29, 2024 | 95.52% |
| 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
Jul 2024
95.76%
Maximum
Nov 2019
95.22%
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 | 78.50% |
| Iterum Therapeutics PLC | 99.63% |
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% |