Corcept Therapeutics Inc (CORT)
58.32
-1.15
(-1.93%)
USD |
NASDAQ |
Mar 25, 16:00
57.77
-0.55
(-0.94%)
Pre-Market: 08:13
Corcept Therapeutics Max Drawdown (5Y): 60.35% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Catalyst Pharmaceuticals Inc | 64.87% |
| Nektar Therapeutics | 99.39% |
| Supernus Pharmaceuticals Inc | 75.86% |
| Bristol-Myers Squibb Co | 47.67% |
| ACADIA Pharmaceuticals Inc | 77.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.55 |
| Beta (5Y) | 0.6118 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.30% |
| Historical Sharpe Ratio (5Y) | 0.6687 |
| Historical Sortino (5Y) | 1.490 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.21% |