Lexicon Pharmaceuticals Inc (LXRX)
0.8634
+0.09
(+11.88%)
USD |
NASDAQ |
Nov 22, 16:00
0.8755
+0.01
(+1.40%)
After-Hours: 20:00
Lexicon Pharmaceuticals Max Drawdown (5Y): 94.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.56% |
| September 30, 2024 | 94.56% |
| August 31, 2024 | 94.56% |
| July 31, 2024 | 94.56% |
| June 30, 2024 | 94.56% |
| May 31, 2024 | 94.56% |
| April 30, 2024 | 94.56% |
| March 31, 2024 | 94.56% |
| February 29, 2024 | 94.56% |
| January 31, 2024 | 94.56% |
| December 31, 2023 | 94.56% |
| November 30, 2023 | 94.56% |
| October 31, 2023 | 94.56% |
| September 30, 2023 | 94.56% |
| August 31, 2023 | 94.56% |
| July 31, 2023 | 94.56% |
| June 30, 2023 | 94.56% |
| May 31, 2023 | 94.56% |
| April 30, 2023 | 94.56% |
| March 31, 2023 | 94.56% |
| February 28, 2023 | 94.56% |
| January 31, 2023 | 94.56% |
| December 31, 2022 | 94.56% |
| November 30, 2022 | 94.56% |
| October 31, 2022 | 94.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.56% |
| August 31, 2022 | 94.56% |
| July 31, 2022 | 94.56% |
| June 30, 2022 | 94.56% |
| May 31, 2022 | 94.56% |
| April 30, 2022 | 94.56% |
| March 31, 2022 | 94.56% |
| February 28, 2022 | 94.56% |
| January 31, 2022 | 94.56% |
| December 31, 2021 | 94.56% |
| November 30, 2021 | 94.56% |
| October 31, 2021 | 94.56% |
| September 30, 2021 | 94.56% |
| August 31, 2021 | 94.56% |
| July 31, 2021 | 94.56% |
| June 30, 2021 | 94.56% |
| May 31, 2021 | 94.56% |
| April 30, 2021 | 94.56% |
| March 31, 2021 | 94.56% |
| February 28, 2021 | 94.56% |
| January 31, 2021 | 94.56% |
| December 31, 2020 | 94.56% |
| November 30, 2020 | 94.56% |
| October 31, 2020 | 94.25% |
| September 30, 2020 | 93.78% |
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
93.78%
Minimum
Nov 2019
94.56%
Maximum
Nov 2020
94.41%
Average
94.56%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Viatris Inc | 82.57% |
| Halozyme Therapeutics Inc | 49.06% |
| Perspective Therapeutics Inc | 91.70% |
| Quanterix Corp | -- |
| Autonomix Medical Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.45 |
| Beta (5Y) | 1.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 117.4% |
| Historical Sharpe Ratio (5Y) | -0.123 |
| Historical Sortino (5Y) | -0.4482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.46% |