Exelixis Inc (EXEL)
34.77
+0.48
(+1.40%)
USD |
NASDAQ |
Nov 05, 16:00
35.00
+0.23
(+0.66%)
After-Hours: 19:08
Exelixis Max Drawdown (5Y): 54.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.66% |
| September 30, 2024 | 54.66% |
| August 31, 2024 | 54.66% |
| July 31, 2024 | 54.66% |
| June 30, 2024 | 54.66% |
| May 31, 2024 | 54.66% |
| April 30, 2024 | 54.66% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
85.30%
Maximum
Nov 2019
60.20%
Average
57.20%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Merck & Co Inc | 27.26% |
| Eli Lilly and Co | 22.48% |
| Novavax Inc | 98.82% |
| BioCryst Pharmaceuticals Inc | 90.24% |
| Biomarin Pharmaceutical Inc | 52.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.596 |
| Beta (5Y) | 0.5091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.36% |
| Historical Sharpe Ratio (5Y) | 0.3425 |
| Historical Sortino (5Y) | 0.6246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.19% |