Esperion Therapeutics Inc (ESPR)
1.90
-0.09
(-4.52%)
USD |
NASDAQ |
Apr 26, 16:00
1.895
0.00 (0.00%)
After-Hours: 20:00
Esperion Therapeutics Max Drawdown (5Y): 99.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.01% |
| February 29, 2024 | 99.01% |
| January 31, 2024 | 99.01% |
| December 31, 2023 | 99.01% |
| November 30, 2023 | 99.01% |
| October 31, 2023 | 99.01% |
| September 30, 2023 | 98.70% |
| August 31, 2023 | 98.37% |
| July 31, 2023 | 98.37% |
| June 30, 2023 | 98.37% |
| May 31, 2023 | 98.37% |
| April 30, 2023 | 98.37% |
| March 31, 2023 | 98.02% |
| February 28, 2023 | 95.86% |
| January 31, 2023 | 95.86% |
| December 31, 2022 | 95.86% |
| November 30, 2022 | 95.86% |
| October 31, 2022 | 95.86% |
| September 30, 2022 | 95.86% |
| August 31, 2022 | 95.86% |
| July 31, 2022 | 95.86% |
| June 30, 2022 | 95.86% |
| May 31, 2022 | 95.86% |
| April 30, 2022 | 95.86% |
| March 31, 2022 | 95.86% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.86% |
| January 31, 2022 | 95.48% |
| December 31, 2021 | 94.04% |
| November 30, 2021 | 91.18% |
| October 31, 2021 | 90.49% |
| September 30, 2021 | 90.49% |
| August 31, 2021 | 91.85% |
| July 31, 2021 | 91.85% |
| June 30, 2021 | 91.85% |
| May 31, 2021 | 91.85% |
| April 30, 2021 | 91.85% |
| March 31, 2021 | 91.85% |
| February 28, 2021 | 91.85% |
| January 31, 2021 | 91.85% |
| December 31, 2020 | 91.85% |
| November 30, 2020 | 91.85% |
| October 31, 2020 | 91.85% |
| September 30, 2020 | 91.85% |
| August 31, 2020 | 91.85% |
| July 31, 2020 | 91.85% |
| June 30, 2020 | 91.85% |
| May 31, 2020 | 91.85% |
| April 30, 2020 | 91.85% |
| March 31, 2020 | 91.85% |
| February 29, 2020 | 91.85% |
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
90.49%
Minimum
Sep 2021
99.01%
Maximum
Oct 2023
94.24%
Average
91.85%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| United Therapeutics Corp | 60.30% |
| Dynavax Technologies Corp | 92.83% |
| Heron Therapeutics Inc | 98.09% |
| Aldeyra Therapeutics Inc | 90.10% |
| Deciphera Pharmaceuticals Inc | 90.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.72 |
| Beta (5Y) | 0.8368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.03% |
| Historical Sharpe Ratio (5Y) | -0.5033 |
| Historical Sortino (5Y) | -0.8538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.81% |