Insmed Inc (INSM)

70.58 +0.14 (+0.20%) USD  |  NASDAQ  |  Dec 23, 16:00
70.58 0.00 (0.00%) After-Hours: 19:36
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Insmed Max Drawdown (5Y): 63.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Alnylam Pharmaceuticals Inc 42.46%
Cytokinetics Inc 55.89%
Amicus Therapeutics Inc 74.97%
Collegium Pharmaceutical Inc 52.45%
Krystal Biotech Inc 53.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.522
Beta (5Y) 1.103
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.37%
Historical Sharpe Ratio (5Y) 0.2809
Historical Sortino (5Y) 0.781
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.56%