Vanda Pharmaceuticals Inc (VNDA)

4.65 -0.12 (-2.62%) USD  |  NASDAQ  |  Dec 23, 14:27
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Vanda Pharmaceuticals Max Drawdown (5Y): 89.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Zevra Therapeutics Inc 99.27%
Black Diamond Therapeutics Inc --
NovaBay Pharmaceuticals Inc 99.98%
Palatin Technologies Inc 97.38%
iBio Inc 99.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.52
Beta (5Y) 0.7572
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.58%
Historical Sharpe Ratio (5Y) -0.525
Historical Sortino (5Y) -0.8454
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.34%