Teva Pharmaceutical Industries Ltd (TEVA)
14.10
-0.32
(-2.25%)
USD |
NYSE |
Mar 28, 16:00
14.10
0.00 (0.00%)
After-Hours: 18:54
Teva Pharmaceutical Industries Max Drawdown (5Y): 90.81% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 90.81% |
January 31, 2024 | 90.81% |
December 31, 2023 | 90.81% |
November 30, 2023 | 90.81% |
October 31, 2023 | 90.81% |
September 30, 2023 | 90.81% |
August 31, 2023 | 90.81% |
July 31, 2023 | 90.81% |
June 30, 2023 | 90.81% |
May 31, 2023 | 90.81% |
April 30, 2023 | 90.81% |
March 31, 2023 | 90.81% |
February 28, 2023 | 90.81% |
January 31, 2023 | 90.81% |
December 31, 2022 | 90.81% |
November 30, 2022 | 90.81% |
October 31, 2022 | 90.81% |
September 30, 2022 | 90.81% |
August 31, 2022 | 90.81% |
July 31, 2022 | 90.81% |
June 30, 2022 | 90.81% |
May 31, 2022 | 90.81% |
April 30, 2022 | 90.81% |
March 31, 2022 | 90.81% |
February 28, 2022 | 90.81% |
Date | Value |
---|---|
January 31, 2022 | 90.81% |
December 31, 2021 | 90.81% |
November 30, 2021 | 90.81% |
October 31, 2021 | 90.81% |
September 30, 2021 | 90.81% |
August 31, 2021 | 90.81% |
July 31, 2021 | 90.81% |
June 30, 2021 | 90.81% |
May 31, 2021 | 90.81% |
April 30, 2021 | 90.81% |
March 31, 2021 | 90.81% |
February 28, 2021 | 90.81% |
January 31, 2021 | 90.81% |
December 31, 2020 | 90.81% |
November 30, 2020 | 90.81% |
October 31, 2020 | 90.81% |
September 30, 2020 | 90.81% |
August 31, 2020 | 90.81% |
July 31, 2020 | 90.81% |
June 30, 2020 | 90.81% |
May 31, 2020 | 90.81% |
April 30, 2020 | 90.81% |
March 31, 2020 | 90.81% |
February 29, 2020 | 90.81% |
January 31, 2020 | 90.81% |
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
83.35%
Minimum
Mar 2019
90.81%
Maximum
Aug 2019
90.42%
Average
90.81%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Corcept Therapeutics Inc | 61.65% |
GSK PLC | 50.14% |
Sanofi SA | 33.52% |
AstraZeneca PLC | 24.93% |
Novartis AG | 25.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.08 |
Beta (5Y) | 1.039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.22% |
Historical Sharpe Ratio (5Y) | -0.1225 |
Historical Sortino (5Y) | -0.2148 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.26% |