Regeneron Pharmaceuticals Inc (REGN)

701.85 -6.40 (-0.90%) USD  |  NASDAQ  |  Dec 20, 16:00
707.00 +5.15 (+0.73%) After-Hours: 20:00
More

Regeneron Pharmaceuticals Max Drawdown (5Y): 43.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for REGN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Amgen Inc 24.86%
Eli Lilly and Co 24.12%
Pfizer Inc 54.78%
Biogen Inc 62.52%
AbbVie Inc 42.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.72
Beta (5Y) 0.0838
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.15%
Historical Sharpe Ratio (5Y) 0.4258
Historical Sortino (5Y) 0.6832
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.22%