Regeneron Pharmaceuticals Inc (REGN)
744.50
+1.15
(+0.15%)
USD |
NASDAQ |
Nov 21, 16:00
746.00
+1.50
(+0.20%)
After-Hours: 20:00
Regeneron Pharmaceuticals Max Drawdown (5Y): 47.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.49% |
September 30, 2024 | 52.61% |
August 31, 2024 | 53.84% |
July 31, 2024 | 53.84% |
June 30, 2024 | 53.84% |
May 31, 2024 | 53.84% |
April 30, 2024 | 53.84% |
March 31, 2024 | 53.84% |
February 29, 2024 | 53.84% |
January 31, 2024 | 53.84% |
December 31, 2023 | 53.84% |
November 30, 2023 | 53.84% |
October 31, 2023 | 53.84% |
September 30, 2023 | 53.84% |
August 31, 2023 | 53.84% |
July 31, 2023 | 53.84% |
June 30, 2023 | 53.84% |
May 31, 2023 | 53.84% |
April 30, 2023 | 53.84% |
March 31, 2023 | 53.84% |
February 28, 2023 | 53.84% |
January 31, 2023 | 53.84% |
December 31, 2022 | 53.84% |
November 30, 2022 | 53.84% |
October 31, 2022 | 53.84% |
Date | Value |
---|---|
September 30, 2022 | 53.84% |
August 31, 2022 | 53.84% |
July 31, 2022 | 53.84% |
June 30, 2022 | 53.84% |
May 31, 2022 | 53.84% |
April 30, 2022 | 53.84% |
March 31, 2022 | 53.84% |
February 28, 2022 | 53.84% |
January 31, 2022 | 53.84% |
December 31, 2021 | 53.84% |
November 30, 2021 | 53.84% |
October 31, 2021 | 53.84% |
September 30, 2021 | 53.84% |
August 31, 2021 | 53.84% |
July 31, 2021 | 53.84% |
June 30, 2021 | 53.84% |
May 31, 2021 | 53.84% |
April 30, 2021 | 53.84% |
March 31, 2021 | 53.84% |
February 28, 2021 | 53.84% |
January 31, 2021 | 53.84% |
December 31, 2020 | 53.84% |
November 30, 2020 | 53.84% |
October 31, 2020 | 53.84% |
September 30, 2020 | 53.84% |
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
47.49%
Minimum
Oct 2024
53.84%
Maximum
Nov 2019
53.71%
Average
53.84%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
Eli Lilly and Co | 22.48% |
Pfizer Inc | 54.78% |
Biogen Inc | 58.04% |
AbbVie Inc | 42.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.06 |
Beta (5Y) | 0.1459 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.55% |
Historical Sharpe Ratio (5Y) | 0.6984 |
Historical Sortino (5Y) | 1.257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.99% |