Verona Pharma PLC (VRNA)

42.06 +0.84 (+2.04%) USD  |  NASDAQ  |  Dec 20, 16:00
42.08 +0.02 (+0.05%) Pre-Market: 20:00
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Verona Pharma Max Drawdown (5Y): 89.71% 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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TC BioPharm (Holdings) PLC --
Adaptimmune Therapeutics PLC 96.45%
Biodexa Pharmaceuticals PLC 100.00%
DBV Technologies SA 98.19%
Autolus Therapeutics PLC 96.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 48.81
Beta (5Y) 0.4642
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 93.19%
Historical Sharpe Ratio (5Y) 0.5903
Historical Sortino (5Y) 1.698
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.77%