Royalty Pharma Plc (RPRX)
56.66
-0.50
(-0.87%)
USD |
NASDAQ |
Oct 05, 16:00
56.64
-0.02
(-0.03%)
After-Hours: 20:00
Royalty Pharma Max Drawdown (5Y) : 49.68% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 49.68% |
| August 31, 2026 | 49.68% |
| July 31, 2026 | 49.68% |
| June 30, 2026 | 49.68% |
| May 31, 2026 | 49.68% |
| April 30, 2026 | 49.68% |
| March 31, 2026 | 49.68% |
| February 28, 2026 | 49.68% |
| January 31, 2026 | 49.68% |
| December 31, 2025 | 49.68% |
| November 30, 2025 | 49.68% |
| October 31, 2025 | 49.68% |
| September 30, 2025 | 49.68% |
| August 31, 2025 | 49.68% |
| July 31, 2025 | 49.68% |
| June 30, 2025 | 49.68% |
| May 31, 2025 | 49.68% |
| April 30, 2025 | 49.68% |
| March 31, 2025 | 49.68% |
| February 28, 2025 | 49.68% |
| January 31, 2025 | 49.68% |
| December 31, 2024 | 49.68% |
| November 30, 2024 | 47.72% |
| October 31, 2024 | 47.72% |
| September 30, 2024 | 47.72% |
| Date | Value |
|---|---|
| August 31, 2024 | 47.72% |
| July 31, 2024 | 47.72% |
| June 30, 2024 | 47.70% |
| May 31, 2024 | 47.70% |
| April 30, 2024 | 47.70% |
| March 31, 2024 | 47.70% |
| February 29, 2024 | 47.70% |
| January 31, 2024 | 47.70% |
| December 31, 2023 | 47.70% |
| November 30, 2023 | 47.70% |
| October 31, 2023 | 47.70% |
| September 30, 2023 | 47.60% |
| August 31, 2023 | 41.59% |
| July 31, 2023 | 41.33% |
| June 30, 2023 | 41.33% |
| May 31, 2023 | 36.14% |
| April 30, 2023 | 35.43% |
| March 31, 2023 | 35.43% |
| February 28, 2023 | 32.59% |
| January 31, 2023 | 32.59% |
| December 31, 2022 | 32.59% |
| November 30, 2022 | 32.59% |
| October 31, 2022 | 32.59% |
| September 30, 2022 | 32.59% |
| August 31, 2022 | 32.59% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 27.87% |
| Johnson & Johnson | 18.44% |
| Merck & Co., Inc. | 43.45% |
| Viatris, Inc. | 81.23% |
| ANI Pharmaceuticals, Inc. | 72.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.671 |
| Beta (5Y) | 0.4194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.31% |
| Historical Sharpe Ratio (5Y) | 0.4161 |
| Historical Sortino (5Y) | 0.8877 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.04% |