Teva Pharmaceutical Industries Ltd (TEVA)

22.09 +0.78 (+3.66%) USD  |  NYSE  |  Dec 20, 16:00
22.08 -0.01 (-0.05%) After-Hours: 20:00
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Teva Pharmaceutical Industries Max Drawdown (5Y): 90.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pfizer Inc 54.78%
Sanofi SA 33.52%
Amicus Therapeutics Inc 74.97%
Can Fite Biofarma Ltd 99.32%
BiomX Inc 99.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.990
Beta (5Y) 0.7920
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.88%
Historical Sharpe Ratio (5Y) 0.1521
Historical Sortino (5Y) 0.2767
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.80%