Supernus Pharmaceuticals Inc (SUPN)
32.29
-0.13
(-0.40%)
USD |
NASDAQ |
Mar 28, 16:00
32.28
-0.02
(-0.05%)
After-Hours: 20:00
Supernus Pharmaceuticals Max Drawdown (5Y): 75.86% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Zoetis Inc | 46.52% |
| Eli Lilly and Co | 24.27% |
| Pfizer Inc | 54.78% |
| Corcept Therapeutics Inc | 60.35% |
| Axsome Therapeutics Inc | 81.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.248 |
| Beta (5Y) | 0.8353 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.79% |
| Historical Sharpe Ratio (5Y) | 0.2789 |
| Historical Sortino (5Y) | 0.5689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.44% |