Jazz Pharmaceuticals PLC (JAZZ)

123.00 +0.15 (+0.12%) USD  |  NASDAQ  |  Dec 20, 16:00
120.52 -2.48 (-2.02%) After-Hours: 20:00
More

Jazz Pharmaceuticals Max Drawdown (5Y): 54.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for JAZZ.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Alkermes PLC 83.70%
Medtronic PLC 45.10%
Perrigo Co PLC 79.05%
Iterum Therapeutics PLC 99.63%
Mallinckrodt PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.25
Beta (5Y) 0.5681
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.34%
Historical Sharpe Ratio (5Y) -0.2352
Historical Sortino (5Y) -0.3364
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.60%