Ligand Pharmaceuticals Inc (LGND)
116.55
+4.99
(+4.47%)
USD |
NASDAQ |
Nov 21, 16:00
116.89
+0.34
(+0.29%)
After-Hours: 20:00
Ligand Pharmaceuticals Max Drawdown (5Y): 76.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.91% |
| September 30, 2024 | 76.91% |
| August 31, 2024 | 76.91% |
| July 31, 2024 | 76.91% |
| June 30, 2024 | 76.91% |
| May 31, 2024 | 76.91% |
| April 30, 2024 | 76.91% |
| March 31, 2024 | 76.91% |
| February 29, 2024 | 76.91% |
| January 31, 2024 | 76.91% |
| December 31, 2023 | 76.91% |
| November 30, 2023 | 76.91% |
| October 31, 2023 | 76.91% |
| September 30, 2023 | 76.91% |
| August 31, 2023 | 76.91% |
| July 31, 2023 | 76.91% |
| June 30, 2023 | 76.91% |
| May 31, 2023 | 76.91% |
| April 30, 2023 | 76.91% |
| March 31, 2023 | 76.91% |
| February 28, 2023 | 76.91% |
| January 31, 2023 | 76.91% |
| December 31, 2022 | 76.91% |
| November 30, 2022 | 76.91% |
| October 31, 2022 | 76.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.91% |
| August 31, 2022 | 76.91% |
| July 31, 2022 | 76.91% |
| June 30, 2022 | 76.91% |
| May 31, 2022 | 76.91% |
| April 30, 2022 | 76.91% |
| March 31, 2022 | 76.91% |
| February 28, 2022 | 76.91% |
| January 31, 2022 | 76.91% |
| December 31, 2021 | 76.91% |
| November 30, 2021 | 76.91% |
| October 31, 2021 | 76.91% |
| September 30, 2021 | 76.91% |
| August 31, 2021 | 76.91% |
| July 31, 2021 | 76.91% |
| June 30, 2021 | 76.91% |
| May 31, 2021 | 76.91% |
| April 30, 2021 | 76.91% |
| March 31, 2021 | 76.91% |
| February 28, 2021 | 76.91% |
| January 31, 2021 | 76.91% |
| December 31, 2020 | 76.91% |
| November 30, 2020 | 76.91% |
| October 31, 2020 | 76.91% |
| September 30, 2020 | 76.91% |
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
68.58%
Minimum
Nov 2019
76.91%
Maximum
Mar 2020
76.36%
Average
76.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Regeneron Pharmaceuticals Inc | 47.49% |
| Agios Pharmaceuticals Inc | 82.86% |
| ADMA Biologics Inc | 84.77% |
| Pieris Pharmaceuticals Inc | 98.60% |
| AnaptysBio Inc | 92.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.928 |
| Beta (5Y) | 1.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.31% |
| Historical Sharpe Ratio (5Y) | 0.1094 |
| Historical Sortino (5Y) | 0.2499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.66% |