Supernus Pharmaceuticals Inc (SUPN)
33.99
-0.77
(-2.22%)
USD |
NASDAQ |
Nov 05, 11:46
Supernus Pharmaceuticals Max Drawdown (5Y): 75.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.86% |
| September 30, 2024 | 75.86% |
| August 31, 2024 | 75.86% |
| July 31, 2024 | 75.86% |
| June 30, 2024 | 75.86% |
| May 31, 2024 | 75.86% |
| April 30, 2024 | 75.86% |
| March 31, 2024 | 75.86% |
| February 29, 2024 | 75.86% |
| January 31, 2024 | 75.86% |
| December 31, 2023 | 75.86% |
| November 30, 2023 | 75.86% |
| October 31, 2023 | 75.86% |
| September 30, 2023 | 75.86% |
| August 31, 2023 | 75.86% |
| July 31, 2023 | 75.86% |
| June 30, 2023 | 75.86% |
| May 31, 2023 | 75.86% |
| April 30, 2023 | 75.86% |
| March 31, 2023 | 75.86% |
| February 28, 2023 | 75.86% |
| January 31, 2023 | 75.86% |
| December 31, 2022 | 75.86% |
| November 30, 2022 | 75.86% |
| October 31, 2022 | 75.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.86% |
| August 31, 2022 | 75.86% |
| July 31, 2022 | 75.86% |
| June 30, 2022 | 75.86% |
| May 31, 2022 | 75.86% |
| April 30, 2022 | 75.86% |
| March 31, 2022 | 75.86% |
| February 28, 2022 | 75.86% |
| January 31, 2022 | 75.86% |
| December 31, 2021 | 75.86% |
| November 30, 2021 | 75.86% |
| October 31, 2021 | 75.86% |
| September 30, 2021 | 75.86% |
| August 31, 2021 | 75.86% |
| July 31, 2021 | 75.86% |
| June 30, 2021 | 75.86% |
| May 31, 2021 | 75.86% |
| April 30, 2021 | 75.86% |
| March 31, 2021 | 75.86% |
| February 28, 2021 | 75.86% |
| January 31, 2021 | 75.86% |
| December 31, 2020 | 75.86% |
| November 30, 2020 | 75.86% |
| October 31, 2020 | 75.86% |
| September 30, 2020 | 75.86% |
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
66.70%
Minimum
Nov 2019
75.86%
Maximum
Mar 2020
75.30%
Average
75.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ACADIA Pharmaceuticals Inc | 77.18% |
| Regeneron Pharmaceuticals Inc | 43.25% |
| United Therapeutics Corp | 57.86% |
| Ligand Pharmaceuticals Inc | 76.91% |
| Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.353 |
| Beta (5Y) | 0.8637 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.11% |
| Historical Sharpe Ratio (5Y) | 0.0471 |
| Historical Sortino (5Y) | 0.0817 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.59% |