Verrica Pharmaceuticals Inc (VRCA)
1.00
+0.01
(+1.01%)
USD |
NASDAQ |
Nov 22, 16:00
1.00
0.00 (0.00%)
After-Hours: 20:00
Verrica Pharmaceuticals Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Biomarin Pharmaceutical Inc | 52.14% |
| Elite Pharmaceuticals Inc | 87.94% |
| Eagle Pharmaceuticals Inc | 99.46% |
| TELA Bio Inc | -- |
| Terns Pharmaceuticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.61 |
| Beta (5Y) | 1.455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.65% |
| Historical Sharpe Ratio (5Y) | -0.4146 |
| Historical Sortino (5Y) | -0.6884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.38% |