Iterum Therapeutics PLC (ITRM)
1.77
+0.14
(+8.59%)
USD |
NASDAQ |
Nov 21, 16:00
1.82
+0.05
(+2.82%)
Pre-Market: 08:45
Iterum Therapeutics Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Alkermes PLC | 83.70% |
| Jazz Pharmaceuticals PLC | 54.54% |
| Medtronic PLC | 45.10% |
| Perrigo Co PLC | 79.05% |
| Mallinckrodt PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -81.25 |
| Beta (5Y) | 2.253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.9% |
| Historical Sharpe Ratio (5Y) | -0.4145 |
| Historical Sortino (5Y) | -1.034 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.85% |