Vanda Pharmaceuticals Inc (VNDA)
4.94
+0.04
(+0.82%)
USD |
NASDAQ |
Nov 21, 16:00
4.935
0.00 (0.00%)
After-Hours: 20:00
Vanda Pharmaceuticals Max Drawdown (5Y): 89.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.26% |
| September 30, 2024 | 89.26% |
| August 31, 2024 | 89.26% |
| July 31, 2024 | 89.26% |
| June 30, 2024 | 89.26% |
| May 31, 2024 | 89.26% |
| April 30, 2024 | 89.26% |
| March 31, 2024 | 89.26% |
| February 29, 2024 | 89.26% |
| January 31, 2024 | 89.26% |
| December 31, 2023 | 89.26% |
| November 30, 2023 | 89.26% |
| October 31, 2023 | 86.88% |
| September 30, 2023 | 86.40% |
| August 31, 2023 | 83.51% |
| July 31, 2023 | 81.63% |
| June 30, 2023 | 81.25% |
| May 31, 2023 | 81.09% |
| April 30, 2023 | 80.49% |
| March 31, 2023 | 80.36% |
| February 28, 2023 | 79.54% |
| January 31, 2023 | 78.17% |
| December 31, 2022 | 78.17% |
| November 30, 2022 | 76.17% |
| October 31, 2022 | 76.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.17% |
| August 31, 2022 | 76.17% |
| July 31, 2022 | 76.17% |
| June 30, 2022 | 76.17% |
| May 31, 2022 | 76.17% |
| April 30, 2022 | 76.17% |
| March 31, 2022 | 76.17% |
| February 28, 2022 | 76.17% |
| January 31, 2022 | 76.17% |
| December 31, 2021 | 76.17% |
| November 30, 2021 | 76.17% |
| October 31, 2021 | 76.17% |
| September 30, 2021 | 76.17% |
| August 31, 2021 | 76.17% |
| July 31, 2021 | 76.17% |
| June 30, 2021 | 76.17% |
| May 31, 2021 | 76.17% |
| April 30, 2021 | 76.17% |
| March 31, 2021 | 76.17% |
| February 28, 2021 | 76.17% |
| January 31, 2021 | 76.17% |
| December 31, 2020 | 76.17% |
| November 30, 2020 | 76.17% |
| October 31, 2020 | 76.17% |
| September 30, 2020 | 76.17% |
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
61.36%
Minimum
Nov 2019
89.26%
Maximum
Nov 2023
78.85%
Average
76.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.47 |
| Beta (5Y) | 0.7665 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.55% |
| Historical Sharpe Ratio (5Y) | -0.4843 |
| Historical Sortino (5Y) | -0.7863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.36% |