Elanco Animal Health Inc (ELAN)

12.01 +0.13 (+1.09%) USD  |  NYSE  |  Dec 26, 11:48
More

Elanco Animal Health Max Drawdown (5Y): 78.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ELAN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Pfizer Inc 54.78%
Edwards Lifesciences Corp 54.32%
NovaBay Pharmaceuticals Inc 99.98%
Palatin Technologies Inc 97.38%
iBio Inc 99.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -35.01
Beta (5Y) 1.410
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.94%
Historical Sharpe Ratio (5Y) -0.3447
Historical Sortino (5Y) -0.5666
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.36%