Intra-Cellular Therapies Inc (ITCI)
131.75
+0.06
(+0.05%)
USD |
NASDAQ |
Mar 27, 16:00
131.73
-0.02
(-0.02%)
Pre-Market: 20:00
Intra-Cellular Therapies Max Drawdown (5Y): 79.05% 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
| Johnson & Johnson | 27.36% |
| Moderna Inc | 93.70% |
| Eli Lilly and Co | 24.27% |
| AbbVie Inc | 42.18% |
| Sage Therapeutics Inc | 96.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.97 |
| Beta (5Y) | 0.6949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.29% |
| Historical Sharpe Ratio (5Y) | 0.7824 |
| Historical Sortino (5Y) | 2.041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.09% |