Exelixis Inc (EXEL)
34.83
+0.18
(+0.52%)
USD |
NASDAQ |
Nov 21, 16:00
34.82
0.00 (0.00%)
After-Hours: 20:00
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 | 57.20% |
| August 31, 2023 | 57.20% |
| 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 | 62.94% |
| March 31, 2021 | 65.64% |
| February 28, 2021 | 70.57% |
| January 31, 2021 | 70.57% |
| December 31, 2020 | 70.57% |
| November 30, 2020 | 70.57% |
| October 31, 2020 | 70.57% |
| September 30, 2020 | 70.57% |
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
Oct 2023
89.64%
Maximum
Nov 2019
61.80%
Average
57.20%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Merck & Co Inc | 27.26% |
| ADMA Biologics Inc | 84.77% |
| Vericel Corp | 73.97% |
| Catalyst Pharmaceuticals Inc | 64.87% |
| Inovio Pharmaceuticals Inc | 98.90% |
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% |