Eagle Pharmaceuticals Inc (EGRX)

0.5102 -0.01 (-1.88%) USD  |  OTCM  |  Dec 26, 15:59
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Eagle Pharmaceuticals Max Drawdown (5Y): 99.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Eli Lilly and Co 24.12%
Verrica Pharmaceuticals Inc 95.97%
NovaBay Pharmaceuticals Inc 99.98%
Palatin Technologies Inc 97.38%
iBio Inc 99.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -70.07
Beta (5Y) 0.6773
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 69.92%
Historical Sharpe Ratio (5Y) -0.8728
Historical Sortino (5Y) -1.122
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.33%