Lexicon Pharmaceuticals Inc (LXRX)
1.65
+0.10
(+6.80%)
USD |
NASDAQ |
May 01, 16:00
1.68
+0.03
(+1.82%)
After-Hours: 20:00
Lexicon Pharmaceuticals Max Drawdown (5Y): 94.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 93.78% |
July 31, 2020 | 93.78% |
June 30, 2020 | 93.78% |
May 31, 2020 | 93.78% |
April 30, 2020 | 93.78% |
March 31, 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
77.41%
Minimum
May 2019
94.56%
Maximum
Nov 2020
93.78%
Average
94.56%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Windtree Therapeutics Inc | 99.96% |
Novavax Inc | 98.82% |
AIM ImmunoTech Inc | 99.76% |
Protalix BioTherapeutics Inc | 94.35% |
Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.64 |
Beta (5Y) | 1.377 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 138.3% |
Historical Sharpe Ratio (5Y) | -0.1829 |
Historical Sortino (5Y) | -0.5233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.25% |