Regeneron Pharmaceuticals Inc (REGN)
843.60
+5.40
(+0.64%)
USD |
NASDAQ |
Nov 01, 16:00
843.60
0.00 (0.00%)
After-Hours: 20:00
Regeneron Pharmaceuticals Max Drawdown (5Y): 43.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.25% |
| September 30, 2024 | 43.25% |
| August 31, 2024 | 47.49% |
| July 31, 2024 | 52.61% |
| 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
43.25%
Minimum
Sep 2024
53.84%
Maximum
Nov 2019
53.36%
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% |
| Vertex Pharmaceuticals Inc | 41.60% |
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% |