Exelixis Inc (EXEL)
23.70
+0.16
(+0.70%)
USD |
NASDAQ |
Apr 26, 16:00
23.70
0.00 (0.00%)
After-Hours: 16:34
Exelixis Max Drawdown (5Y): 54.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.66% |
| February 29, 2024 | 54.66% |
| January 31, 2024 | 54.66% |
| December 31, 2023 | 54.66% |
| November 30, 2023 | 54.66% |
| October 31, 2023 | 54.66% |
| September 30, 2023 | 54.66% |
| August 31, 2023 | 54.66% |
| July 31, 2023 | 57.20% |
| June 30, 2023 | 57.20% |
| May 31, 2023 | 57.20% |
| April 30, 2023 | 57.20% |
| March 31, 2023 | 57.20% |
| February 28, 2023 | 57.20% |
| January 31, 2023 | 57.20% |
| December 31, 2022 | 57.20% |
| November 30, 2022 | 57.20% |
| October 31, 2022 | 57.20% |
| September 30, 2022 | 57.20% |
| August 31, 2022 | 57.20% |
| July 31, 2022 | 57.20% |
| June 30, 2022 | 57.20% |
| May 31, 2022 | 57.20% |
| April 30, 2022 | 57.20% |
| March 31, 2022 | 57.20% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.20% |
| January 31, 2022 | 57.20% |
| December 31, 2021 | 57.20% |
| November 30, 2021 | 57.20% |
| October 31, 2021 | 57.20% |
| September 30, 2021 | 57.20% |
| August 31, 2021 | 57.20% |
| July 31, 2021 | 57.20% |
| June 30, 2021 | 57.20% |
| May 31, 2021 | 57.20% |
| April 30, 2021 | 57.20% |
| March 31, 2021 | 57.20% |
| February 28, 2021 | 57.20% |
| January 31, 2021 | 57.20% |
| December 31, 2020 | 68.42% |
| November 30, 2020 | 68.85% |
| October 31, 2020 | 68.85% |
| September 30, 2020 | 68.85% |
| August 31, 2020 | 68.85% |
| July 31, 2020 | 68.85% |
| June 30, 2020 | 68.85% |
| May 31, 2020 | 68.85% |
| April 30, 2020 | 73.25% |
| March 31, 2020 | 73.98% |
| February 29, 2020 | 77.03% |
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
54.66%
Minimum
Aug 2023
89.64%
Maximum
Apr 2019
64.25%
Average
57.20%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Regeneron Pharmaceuticals Inc | 53.84% |
| Bristol-Myers Squibb Co | 39.24% |
| Johnson & Johnson | 27.36% |
| Bio-Techne Corp | 60.51% |
| Legend Biotech Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.071 |
| Beta (5Y) | 0.5375 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.39% |
| Historical Sharpe Ratio (5Y) | -0.0496 |
| Historical Sortino (5Y) | -0.093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.19% |