Takeda Pharmaceutical Co Ltd (TAK)
13.08
-0.09
(-0.68%)
USD |
NYSE |
Apr 30, 16:00
13.08
0.00 (0.00%)
After-Hours: 19:18
Takeda Pharmaceutical Max Drawdown (5Y): 54.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.24% |
February 29, 2024 | 54.24% |
January 31, 2024 | 54.24% |
December 31, 2023 | 54.24% |
November 30, 2023 | 54.24% |
October 31, 2023 | 54.24% |
September 30, 2023 | 54.24% |
August 31, 2023 | 54.24% |
July 31, 2023 | 54.24% |
June 30, 2023 | 54.24% |
May 31, 2023 | 54.24% |
April 30, 2023 | 54.24% |
March 31, 2023 | 54.24% |
February 28, 2023 | 54.24% |
January 31, 2023 | 54.24% |
December 31, 2022 | 54.24% |
November 30, 2022 | 54.24% |
October 31, 2022 | 54.24% |
September 30, 2022 | 54.24% |
August 31, 2022 | 54.24% |
July 31, 2022 | 54.24% |
June 30, 2022 | 54.24% |
May 31, 2022 | 54.24% |
April 30, 2022 | 54.24% |
March 31, 2022 | 54.24% |
Date | Value |
---|---|
February 28, 2022 | 54.24% |
January 31, 2022 | 54.24% |
December 31, 2021 | 54.24% |
November 30, 2021 | 54.24% |
October 31, 2021 | 54.24% |
September 30, 2021 | 54.24% |
August 31, 2021 | 54.24% |
July 31, 2021 | 54.24% |
June 30, 2021 | 54.24% |
May 31, 2021 | 54.24% |
April 30, 2021 | 54.24% |
March 31, 2021 | 54.24% |
February 28, 2021 | 54.24% |
January 31, 2021 | 54.24% |
December 31, 2020 | 54.24% |
November 30, 2020 | 54.24% |
October 31, 2020 | 54.24% |
September 30, 2020 | 54.24% |
August 31, 2020 | 54.24% |
July 31, 2020 | 54.24% |
June 30, 2020 | 54.24% |
May 31, 2020 | 54.24% |
April 30, 2020 | 54.24% |
March 31, 2020 | 54.24% |
February 29, 2020 | 47.36% |
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
47.36%
Minimum
Apr 2019
54.24%
Maximum
Mar 2020
52.98%
Average
54.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hoya Corp | 51.23% |
Astellas Pharma Inc | 37.25% |
Nxera Pharma Co Ltd | 95.29% |
PeptiDream Inc | 87.73% |
Stemcell Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.33 |
Beta (5Y) | 0.5252 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.54% |
Historical Sharpe Ratio (5Y) | -0.223 |
Historical Sortino (5Y) | -0.3452 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.67% |