Elanco Animal Health Inc (ELAN)
13.36
-0.04
(-0.34%)
USD |
NYSE |
Nov 22, 16:00
13.36
0.00 (0.00%)
After-Hours: 20:00
Elanco Animal Health Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Edwards Lifesciences Corp | 54.32% |
| Edgewise Therapeutics Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
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% |