Endo International PLC (ENDPQ)
0.0006
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Endo International Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.96% |
| August 31, 2023 | 99.96% |
| July 31, 2023 | 99.96% |
| June 30, 2023 | 99.95% |
| May 31, 2023 | 99.84% |
| April 30, 2023 | 99.67% |
| March 31, 2023 | 99.67% |
| February 28, 2023 | 99.67% |
| January 31, 2023 | 99.67% |
| December 31, 2022 | 99.67% |
| November 30, 2022 | 99.51% |
| October 31, 2022 | 99.51% |
| September 30, 2022 | 99.47% |
| August 31, 2022 | 99.42% |
| July 31, 2022 | 98.33% |
| June 30, 2022 | 98.33% |
| May 31, 2022 | 98.02% |
| April 30, 2022 | 97.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.68% |
| February 28, 2022 | 97.68% |
| January 31, 2022 | 97.68% |
| December 31, 2021 | 97.68% |
| November 30, 2021 | 97.68% |
| October 31, 2021 | 97.68% |
| September 30, 2021 | 97.68% |
| August 31, 2021 | 97.68% |
| July 31, 2021 | 97.68% |
| June 30, 2021 | 97.68% |
| May 31, 2021 | 97.68% |
| April 30, 2021 | 97.68% |
| March 31, 2021 | 97.68% |
| February 28, 2021 | 97.68% |
| January 31, 2021 | 97.68% |
| December 31, 2020 | 97.68% |
| November 30, 2020 | 97.68% |
| October 31, 2020 | 97.68% |
| September 30, 2020 | 97.68% |
| August 31, 2020 | 97.68% |
| July 31, 2020 | 97.68% |
| June 30, 2020 | 97.68% |
| May 31, 2020 | 97.68% |
| April 30, 2020 | 97.68% |
| March 31, 2020 | 97.68% |
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
94.84%
Minimum
May 2019
100.00%
Maximum
Jan 2024
98.36%
Average
97.68%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Alkermes PLC | 83.70% |
| Jazz Pharmaceuticals PLC | 54.54% |
| Medtronic PLC | 45.10% |
| Perrigo Co PLC | 78.50% |
| Iterum Therapeutics PLC | 99.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -93.49 |
| Beta (5Y) | 0.5926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 224.2% |
| Historical Sharpe Ratio (5Y) | -0.3876 |
| Historical Sortino (5Y) | -1.055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 73.33% |