Elanco Animal Health Inc (ELAN)
14.04
-0.15
(-1.06%)
USD |
NYSE |
Nov 14, 16:00
14.04
0.00 (0.00%)
After-Hours: 16:52
Elanco Animal Health Max Drawdown (5Y): 78.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.00% |
| September 30, 2024 | 78.00% |
| August 31, 2024 | 78.00% |
| July 31, 2024 | 78.00% |
| June 30, 2024 | 78.00% |
| May 31, 2024 | 78.00% |
| April 30, 2024 | 78.00% |
| March 31, 2024 | 78.00% |
| February 29, 2024 | 78.00% |
| January 31, 2024 | 78.00% |
| December 31, 2023 | 78.00% |
| November 30, 2023 | 78.00% |
| October 31, 2023 | 78.00% |
| September 30, 2023 | 78.00% |
| August 31, 2023 | 78.00% |
| July 31, 2023 | 78.00% |
| June 30, 2023 | 78.00% |
| May 31, 2023 | 78.00% |
| April 30, 2023 | 76.06% |
| March 31, 2023 | 76.06% |
| February 28, 2023 | 68.76% |
| January 31, 2023 | 68.71% |
| December 31, 2022 | 68.71% |
| November 30, 2022 | 68.00% |
| October 31, 2022 | 68.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.20% |
| August 31, 2022 | 59.07% |
| July 31, 2022 | 53.91% |
| June 30, 2022 | 53.91% |
| May 31, 2022 | 53.91% |
| April 30, 2022 | 53.91% |
| March 31, 2022 | 53.91% |
| February 28, 2022 | 53.91% |
| January 31, 2022 | 53.91% |
| December 31, 2021 | 53.91% |
| November 30, 2021 | 53.91% |
| October 31, 2021 | 53.91% |
| September 30, 2021 | 53.91% |
| August 31, 2021 | 53.91% |
| July 31, 2021 | 53.91% |
| June 30, 2021 | 53.91% |
| May 31, 2021 | 53.91% |
| April 30, 2021 | 53.91% |
| March 31, 2021 | 53.91% |
| February 28, 2021 | 53.91% |
| January 31, 2021 | 53.91% |
| December 31, 2020 | 53.91% |
| November 30, 2020 | 53.91% |
| October 31, 2020 | 53.91% |
| September 30, 2020 | 53.91% |
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
30.12%
Minimum
Nov 2019
78.00%
Maximum
May 2023
61.79%
Average
53.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Baxter International Inc | 64.18% |
| Edwards Lifesciences Corp | 54.32% |
| Syros Pharmaceuticals Inc | 99.00% |
| Opus Genetics Inc | 99.15% |
| Edgewise Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.71 |
| Beta (5Y) | 1.414 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.97% |
| Historical Sharpe Ratio (5Y) | -0.3504 |
| Historical Sortino (5Y) | -0.5754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.36% |