Regeneron Pharmaceuticals Inc (REGN)
880.26
-10.42
(-1.17%)
USD |
NASDAQ |
Apr 26, 12:18
Regeneron Pharmaceuticals Max Drawdown (5Y): 53.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 53.84% |
| July 31, 2020 | 53.84% |
| June 30, 2020 | 53.84% |
| May 31, 2020 | 53.84% |
| April 30, 2020 | 53.84% |
| March 31, 2020 | 53.84% |
| February 29, 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
51.96%
Minimum
Apr 2019
53.84%
Maximum
Sep 2019
53.69%
Average
53.84%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Vertex Pharmaceuticals Inc | 41.60% |
| Eli Lilly and Co | 22.48% |
| AbbVie Inc | 45.08% |
| Amgen Inc | 24.86% |
| Pfizer Inc | 53.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.12 |
| Beta (5Y) | 0.1115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.37% |
| Historical Sharpe Ratio (5Y) | 0.5843 |
| Historical Sortino (5Y) | 1.106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.50% |