Ligand Pharmaceuticals Inc (LGND)
70.57
+0.20
(+0.28%)
USD |
NASDAQ |
Apr 26, 16:00
70.57
0.00 (0.00%)
After-Hours: 20:00
Ligand Pharmaceuticals Max Drawdown (5Y): 77.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.41% |
February 29, 2024 | 77.41% |
January 31, 2024 | 77.41% |
December 31, 2023 | 77.41% |
November 30, 2023 | 77.41% |
October 31, 2023 | 77.41% |
September 30, 2023 | 77.41% |
August 31, 2023 | 77.41% |
July 31, 2023 | 77.41% |
June 30, 2023 | 77.41% |
May 31, 2023 | 77.41% |
April 30, 2023 | 77.41% |
March 31, 2023 | 77.41% |
February 28, 2023 | 77.41% |
January 31, 2023 | 77.41% |
December 31, 2022 | 77.41% |
November 30, 2022 | 77.41% |
October 31, 2022 | 76.91% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 76.91% |
July 31, 2020 | 76.91% |
June 30, 2020 | 76.91% |
May 31, 2020 | 76.91% |
April 30, 2020 | 76.91% |
March 31, 2020 | 76.91% |
February 29, 2020 | 68.58% |
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
61.41%
Minimum
Apr 2019
77.41%
Maximum
Nov 2022
75.12%
Average
76.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ANI Pharmaceuticals Inc | 72.96% |
ADMA Biologics Inc | 84.77% |
Viking Therapeutics Inc | 89.26% |
Corcept Therapeutics Inc | 61.61% |
Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.21 |
Beta (5Y) | 0.9145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.99% |
Historical Sharpe Ratio (5Y) | -0.2232 |
Historical Sortino (5Y) | -0.4842 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.20% |