Intra-Cellular Therapies Inc (ITCI)
85.45
-0.19
(-0.22%)
USD |
NASDAQ |
Nov 21, 16:00
85.51
+0.06
(+0.07%)
After-Hours: 20:00
Intra-Cellular Therapies Max Drawdown (5Y): 85.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.28% |
| September 30, 2024 | 86.80% |
| August 31, 2024 | 87.64% |
| July 31, 2024 | 87.64% |
| June 30, 2024 | 87.64% |
| May 31, 2024 | 87.64% |
| April 30, 2024 | 87.64% |
| March 31, 2024 | 87.64% |
| February 29, 2024 | 87.64% |
| January 31, 2024 | 87.64% |
| December 31, 2023 | 87.64% |
| November 30, 2023 | 87.64% |
| October 31, 2023 | 87.64% |
| September 30, 2023 | 87.64% |
| August 31, 2023 | 87.64% |
| July 31, 2023 | 87.64% |
| June 30, 2023 | 87.64% |
| May 31, 2023 | 87.64% |
| April 30, 2023 | 87.64% |
| March 31, 2023 | 87.64% |
| February 28, 2023 | 87.64% |
| January 31, 2023 | 87.64% |
| December 31, 2022 | 87.64% |
| November 30, 2022 | 87.64% |
| October 31, 2022 | 87.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.64% |
| August 31, 2022 | 87.64% |
| July 31, 2022 | 87.64% |
| June 30, 2022 | 87.64% |
| May 31, 2022 | 87.64% |
| April 30, 2022 | 87.64% |
| March 31, 2022 | 87.64% |
| February 28, 2022 | 87.64% |
| January 31, 2022 | 87.64% |
| December 31, 2021 | 87.64% |
| November 30, 2021 | 87.64% |
| October 31, 2021 | 87.64% |
| September 30, 2021 | 87.64% |
| August 31, 2021 | 87.64% |
| July 31, 2021 | 87.64% |
| June 30, 2021 | 87.64% |
| May 31, 2021 | 87.64% |
| April 30, 2021 | 87.64% |
| March 31, 2021 | 87.64% |
| February 28, 2021 | 87.64% |
| January 31, 2021 | 87.64% |
| December 31, 2020 | 87.64% |
| November 30, 2020 | 87.64% |
| October 31, 2020 | 87.64% |
| September 30, 2020 | 87.64% |
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
85.28%
Minimum
Oct 2024
87.64%
Maximum
Nov 2019
87.59%
Average
87.64%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ionis Pharmaceuticals Inc | 70.27% |
| AbbVie Inc | 42.18% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 40.78 |
| Beta (5Y) | 0.9762 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.28% |
| Historical Sharpe Ratio (5Y) | 0.7384 |
| Historical Sortino (5Y) | 1.890 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.20% |