Exelixis Inc (EXEL)

33.29 -0.39 (-1.16%) USD  |  NASDAQ  |  Dec 20, 16:00
33.29 0.00 (0.00%) After-Hours: 20:00
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Exelixis Max Drawdown (5Y): 54.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Merck & Co Inc 27.26%
ADMA Biologics Inc 84.77%
Alnylam Pharmaceuticals Inc 42.46%
Pfizer Inc 54.78%
Sarepta Therapeutics Inc 64.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.667
Beta (5Y) 0.5184
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.16%
Historical Sharpe Ratio (5Y) 0.338
Historical Sortino (5Y) 0.6428
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.19%