Jazz Pharmaceuticals PLC (JAZZ)
135.26
-6.76
(-4.76%)
USD |
NASDAQ |
Mar 25, 16:00
135.26
0.00 (0.00%)
After-Hours: 20:00
Jazz Pharmaceuticals Max Drawdown (5Y): 54.54% 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
| Chimerix Inc | 97.79% |
| Alkermes PLC | 83.70% |
| Amarin Corp PLC | 98.07% |
| Medtronic PLC | 45.10% |
| Perrigo Co PLC | 79.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.200 |
| Beta (5Y) | 0.4376 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.96% |
| Historical Sharpe Ratio (5Y) | 0.0794 |
| Historical Sortino (5Y) | 0.1252 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.86% |