Jazz Pharmaceuticals PLC (JAZZ)
125.10
+5.86
(+4.91%)
USD |
NASDAQ |
Nov 21, 16:00
126.97
+1.87
(+1.49%)
Pre-Market: 08:10
Jazz Pharmaceuticals Max Drawdown (5Y): 54.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.54% |
September 30, 2024 | 54.54% |
August 31, 2024 | 54.54% |
July 31, 2024 | 54.54% |
June 30, 2024 | 54.54% |
May 31, 2024 | 54.54% |
April 30, 2024 | 54.54% |
March 31, 2024 | 54.54% |
February 29, 2024 | 54.54% |
January 31, 2024 | 54.54% |
December 31, 2023 | 54.54% |
November 30, 2023 | 54.54% |
October 31, 2023 | 54.54% |
September 30, 2023 | 54.54% |
August 31, 2023 | 54.54% |
July 31, 2023 | 54.54% |
June 30, 2023 | 54.54% |
May 31, 2023 | 54.54% |
April 30, 2023 | 54.54% |
March 31, 2023 | 54.54% |
February 28, 2023 | 54.54% |
January 31, 2023 | 54.54% |
December 31, 2022 | 54.54% |
November 30, 2022 | 54.54% |
October 31, 2022 | 54.54% |
Date | Value |
---|---|
September 30, 2022 | 54.54% |
August 31, 2022 | 54.54% |
July 31, 2022 | 54.54% |
June 30, 2022 | 54.54% |
May 31, 2022 | 54.54% |
April 30, 2022 | 54.54% |
March 31, 2022 | 54.54% |
February 28, 2022 | 54.54% |
January 31, 2022 | 54.54% |
December 31, 2021 | 54.54% |
November 30, 2021 | 54.54% |
October 31, 2021 | 54.54% |
September 30, 2021 | 54.54% |
August 31, 2021 | 54.54% |
July 31, 2021 | 54.54% |
June 30, 2021 | 54.54% |
May 31, 2021 | 54.54% |
April 30, 2021 | 54.54% |
March 31, 2021 | 54.54% |
February 28, 2021 | 54.54% |
January 31, 2021 | 54.54% |
December 31, 2020 | 54.54% |
November 30, 2020 | 54.54% |
October 31, 2020 | 54.54% |
September 30, 2020 | 54.54% |
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
49.88%
Minimum
Nov 2019
54.54%
Maximum
Mar 2020
54.23%
Average
54.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Avadel Pharmaceuticals PLC | 90.89% |
Alkermes PLC | 83.70% |
Medtronic PLC | 45.10% |
Perrigo Co PLC | 79.05% |
Iterum Therapeutics PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.37 |
Beta (5Y) | 0.5728 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.97% |
Historical Sharpe Ratio (5Y) | -0.1781 |
Historical Sortino (5Y) | -0.2534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |