Elanco Animal Health Inc (ELAN)
13.53
+0.06
(+0.45%)
USD |
NYSE |
May 03, 16:00
13.52
0.00 (0.00%)
After-Hours: 20:00
Elanco Animal Health Max Drawdown (5Y): 78.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 53.91% |
| July 31, 2020 | 53.91% |
| June 30, 2020 | 53.91% |
| May 31, 2020 | 53.91% |
| April 30, 2020 | 53.91% |
| March 31, 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
19.87%
Minimum
May 2019
78.00%
Maximum
May 2023
56.44%
Average
53.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Merck & Co Inc | 27.26% |
| Catalent Inc | 77.62% |
| NanoString Technologies Inc | 99.95% |
| Cytokinetics Inc | 53.24% |
| Geron Corp | 86.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.97 |
| Beta (5Y) | 1.338 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.36% |
| Historical Sharpe Ratio (5Y) | -0.4166 |
| Historical Sortino (5Y) | -0.6517 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.45% |