Catalyst Pharmaceuticals Inc (CPRX)
25.64
-0.10
(-0.39%)
USD |
NASDAQ |
Mar 25, 13:54
Catalyst Pharmaceuticals Max Drawdown (5Y): 64.87% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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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
| Corcept Therapeutics Inc | 60.35% |
| Halozyme Therapeutics Inc | 49.06% |
| Ionis Pharmaceuticals Inc | 70.27% |
| ADMA Biologics Inc | 84.77% |
| BridgeBio Pharma Inc | 92.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.80 |
| Beta (5Y) | 0.8355 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.28% |
| Historical Sharpe Ratio (5Y) | 0.7087 |
| Historical Sortino (5Y) | 1.315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.74% |