Exelixis Inc (EXEL)
37.41
-0.31
(-0.82%)
USD |
NASDAQ |
Mar 25, 15:15
Exelixis Max Drawdown (5Y): 54.66% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Halozyme Therapeutics Inc | 49.06% |
| Biomarin Pharmaceutical Inc | 53.26% |
| Incyte Corp | 58.61% |
| Catalyst Pharmaceuticals Inc | 64.87% |
| Blueprint Medicines Corp | 69.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.065 |
| Beta (5Y) | 0.5714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.43% |
| Historical Sharpe Ratio (5Y) | 0.3445 |
| Historical Sortino (5Y) | 0.6286 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.14% |